Database exists, assume schema does, too.
Seasonal Indexes
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| 0 | Energy ETF | Information Technology ETF | Information Technology ETF | Information Technology ETF |
| 1 | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Financials ETF |
| 2 | Utilities ETF | Energy ETF | SP500 | Materials ETF |
| 3 | SP1500 | Materials ETF | Industrials ETF | SP600 |
| 4 | Industrials ETF | SP1500 | SP1500 | Consumer Discretionary ETF |
| 5 | SP500 | SP500 | Health Care ETF | SP400 |
| 6 | SP600 | SP600 | Utilities ETF | SP500 |
| 7 | Health Care ETF | SP400 | Consumer Staples ETF | SP1500 |
| 8 | Consumer Staples ETF | Health Care ETF | Financials ETF | Health Care ETF |
| 9 | SP400 | Communication Services ETF | Materials ETF | Consumer Staples ETF |
| 10 | Financials ETF | Real Estate ETF | Communication Services ETF | Energy ETF |
| 11 | Consumer Discretionary ETF | Financials ETF | SP400 | Utilities ETF |
| 12 | Real Estate ETF | Industrials ETF | Real Estate ETF | Industrials ETF |
| 13 | Materials ETF | Consumer Staples ETF | SP600 | Real Estate ETF |
| 14 | Communication Services ETF | Utilities ETF | Energy ETF | Communication Services ETF |
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | -0.010622 | 0.081757 | 0.041626 | 0.049958 |
| SP500 | -0.011990 | 0.080771 | 0.045646 | 0.050086 |
| SP600 | -0.017768 | 0.080509 | 0.019158 | 0.057970 |
| SP400 | -0.019859 | 0.080174 | 0.020554 | 0.051549 |
| Communication Services ETF | -0.032872 | 0.075995 | 0.022591 | 0.017899 |
| Consumer Discretionary ETF | -0.021214 | 0.120254 | 0.052510 | 0.052777 |
| Consumer Staples ETF | -0.018663 | 0.035480 | 0.034807 | 0.045915 |
| Energy ETF | 0.055913 | 0.096281 | -0.039735 | 0.042416 |
| Financials ETF | -0.020711 | 0.061049 | 0.030176 | 0.065446 |
| Health Care ETF | -0.017923 | 0.078706 | 0.041045 | 0.047467 |
| Industrials ETF | -0.011020 | 0.058300 | 0.045427 | 0.039920 |
| Information Technology ETF | 0.006217 | 0.121831 | 0.068693 | 0.067531 |
| Materials ETF | -0.026671 | 0.082827 | 0.027940 | 0.058669 |
| Real Estate ETF | -0.026416 | 0.075756 | 0.019424 | 0.038472 |
| Utilities ETF | -0.001263 | 0.026125 | 0.039218 | 0.042001 |
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison Current
| 06-17 | |
|---|---|
| Energy ETF | -0.043815 |
| Consumer Staples ETF | -0.096218 |
| Utilities ETF | -0.125888 |
| Health Care ETF | -0.134327 |
| Materials ETF | -0.161041 |
| SP600 | -0.165794 |
| Industrials ETF | -0.178228 |
| SP1500 | -0.184779 |
| Financials ETF | -0.187815 |
| SP500 | -0.189930 |
| Real Estate ETF | -0.190735 |
| SP400 | -0.192427 |
| Communication Services ETF | -0.226489 |
| Information Technology ETF | -0.232112 |
| Consumer Discretionary ETF | -0.260025 |
standard deviations
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | 0.134644 | 0.072380 | 0.037999 | 0.110320 |
| SP500 | 0.127411 | 0.070450 | 0.039033 | 0.106496 |
| SP600 | 0.199479 | 0.088447 | 0.037096 | 0.179394 |
| SP400 | 0.157662 | 0.100224 | 0.037075 | 0.138781 |
| Communication Services ETF | 0.138244 | 0.095192 | 0.045269 | 0.123434 |
| Consumer Discretionary ETF | 0.151791 | 0.146922 | 0.083611 | 0.127243 |
| Consumer Staples ETF | 0.096633 | 0.035421 | 0.049261 | 0.063730 |
| Energy ETF | 0.369457 | 0.166709 | 0.099129 | 0.202483 |
| Financials ETF | 0.192299 | 0.053666 | 0.014462 | 0.140299 |
| Health Care ETF | 0.079810 | 0.054107 | 0.065798 | 0.098650 |
| Industrials ETF | 0.178470 | 0.072339 | 0.066050 | 0.134044 |
| Information Technology ETF | 0.135329 | 0.113409 | 0.054569 | 0.136753 |
| Materials ETF | 0.163483 | 0.099766 | 0.065317 | 0.127072 |
| Real Estate ETF | 0.161483 | 0.056090 | 0.032025 | 0.078165 |
| Utilities ETF | 0.092016 | 0.021473 | 0.033841 | 0.054883 |
t scores
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | -0.035281 | 0.505153 | 0.489908 | 0.202519 |
| SP500 | -0.042087 | 0.512730 | 0.522980 | 0.210329 |
| SP600 | -0.039834 | 0.407076 | 0.230960 | 0.144515 |
| SP400 | -0.056330 | 0.357747 | 0.247928 | 0.166115 |
| Communication Services ETF | -0.106341 | 0.357027 | 0.223180 | 0.064848 |
| Consumer Discretionary ETF | -0.062503 | 0.366041 | 0.280865 | 0.185493 |
| Consumer Staples ETF | -0.086371 | 0.447954 | 0.315992 | 0.322196 |
| Energy ETF | 0.067680 | 0.258283 | -0.179260 | 0.093682 |
| Financials ETF | -0.048166 | 0.508740 | 0.933164 | 0.208614 |
| Health Care ETF | -0.100433 | 0.650529 | 0.278976 | 0.215182 |
| Industrials ETF | -0.027615 | 0.360421 | 0.307577 | 0.133187 |
| Information Technology ETF | 0.020546 | 0.480423 | 0.562966 | 0.220841 |
| Materials ETF | -0.072960 | 0.371283 | 0.191302 | 0.206478 |
| Real Estate ETF | -0.073157 | 0.604012 | 0.271246 | 0.220111 |
| Utilities ETF | -0.006140 | 0.544116 | 0.518265 | 0.342246 |
p values
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | 0.487036 | 0.675887 | 0.671106 | 0.573766 |
| SP500 | 0.484537 | 0.678247 | 0.681422 | 0.576557 |
| SP600 | 0.485364 | 0.644372 | 0.583899 | 0.552872 |
| SP400 | 0.479310 | 0.627889 | 0.589904 | 0.560685 |
| Communication Services ETF | 0.461012 | 0.627646 | 0.581136 | 0.523813 |
| Consumer Discretionary ETF | 0.477047 | 0.630688 | 0.601465 | 0.567662 |
| Consumer Staples ETF | 0.468307 | 0.657720 | 0.613641 | 0.615774 |
| Energy ETF | 0.524851 | 0.593553 | 0.434579 | 0.534366 |
| Financials ETF | 0.482306 | 0.677006 | 0.790214 | 0.575945 |
| Health Care ETF | 0.463168 | 0.719135 | 0.600805 | 0.578288 |
| Industrials ETF | 0.489852 | 0.628793 | 0.610739 | 0.548761 |
| Information Technology ETF | 0.507551 | 0.668108 | 0.693606 | 0.580304 |
| Materials ETF | 0.473215 | 0.632451 | 0.569748 | 0.575182 |
| Real Estate ETF | 0.473143 | 0.705773 | 0.598102 | 0.580044 |
| Utilities ETF | 0.497743 | 0.687902 | 0.679964 | 0.622630 |
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<AxesSubplot:title={'center':'06-30'}>],
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<AxesSubplot:title={'center':'12-31'}>]], dtype=object)
| Energy ETF | Consumer Staples ETF | Utilities ETF | Health Care ETF | Materials ETF | SP600 | Industrials ETF | SP1500 | Financials ETF | SP500 | Real Estate ETF | SP400 | Communication Services ETF | Information Technology ETF | Consumer Discretionary ETF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017-03-31 00:00:00 | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan |
| 2017-06-30 00:00:00 | -0.078709 | 0.010040 | 0.022113 | 0.072895 | 0.026999 | 0.018327 | 0.042167 | 0.030375 | 0.038955 | 0.030708 | 0.017375 | 0.031752 | -0.024136 | 0.041388 | 0.028386 |
| 2017-09-30 00:00:00 | 0.069612 | -0.012346 | 0.031518 | 0.040565 | 0.066617 | 0.064962 | 0.052781 | 0.044807 | 0.052789 | 0.045666 | 0.008095 | 0.035020 | 0.015498 | 0.083223 | 0.014521 |
| 2017-12-31 00:00:00 | 0.073946 | 0.059268 | 0.000687 | 0.018576 | 0.071798 | 0.038747 | 0.066175 | 0.066880 | 0.073683 | 0.069917 | 0.012742 | 0.074139 | 0.000763 | 0.093087 | 0.097848 |
| 2018-03-31 00:00:00 | -0.078807 | -0.073521 | -0.033734 | -0.020049 | -0.072483 | -0.011631 | -0.033542 | -0.021321 | -0.015065 | -0.024130 | -0.086159 | -0.003978 | -0.085669 | 0.020711 | -0.001942 |
| 2018-06-30 00:00:00 | 0.150528 | 0.006353 | 0.053422 | 0.055259 | 0.036210 | 0.106722 | -0.008057 | 0.052094 | -0.011331 | 0.047568 | 0.094633 | 0.045520 | 0.035862 | 0.080437 | 0.088528 |
| 2018-09-30 00:00:00 | 0.021911 | 0.050064 | 0.019751 | 0.137698 | 0.007338 | 0.032842 | 0.094874 | 0.070536 | 0.031675 | 0.078236 | 0.000044 | 0.032902 | 0.023115 | 0.117719 | 0.066008 |
| 2018-12-31 00:00:00 | -0.267451 | -0.055862 | 0.009925 | -0.108129 | -0.154310 | -0.193040 | -0.183620 | -0.142834 | -0.138848 | -0.137319 | -0.058855 | -0.172165 | -0.143117 | -0.174415 | -0.162070 |
| 2019-03-31 00:00:00 | 0.178564 | 0.111156 | 0.103055 | 0.081835 | 0.126958 | 0.124660 | 0.183161 | 0.151853 | 0.109942 | 0.144236 | 0.173365 | 0.157497 | 0.139541 | 0.217473 | 0.157197 |
| 2019-06-30 00:00:00 | -0.048754 | 0.036556 | 0.035855 | 0.017469 | 0.040951 | 0.010843 | 0.034436 | 0.039106 | 0.067026 | 0.040369 | 0.015389 | 0.030815 | 0.035928 | 0.054745 | 0.040127 |
| 2019-09-30 00:00:00 | -0.075658 | 0.056319 | 0.090872 | -0.035439 | -0.013089 | -0.004200 | 0.004465 | 0.006291 | 0.013235 | 0.011423 | 0.075811 | -0.009122 | -0.002023 | 0.016115 | 0.002509 |
| 2019-12-31 00:00:00 | 0.054552 | 0.036517 | 0.002011 | 0.147851 | 0.066971 | 0.082573 | 0.058155 | 0.090490 | 0.096390 | 0.089876 | 0.005745 | 0.066590 | 0.086727 | 0.139034 | 0.056223 |
| 2020-03-31 00:00:00 | -0.523877 | -0.141472 | -0.141270 | -0.131539 | -0.278876 | -0.328050 | -0.279339 | -0.205302 | -0.330709 | -0.194477 | -0.241350 | -0.247693 | -0.187109 | -0.131215 | -0.231167 |
| 2020-06-30 00:00:00 | 0.332245 | 0.094561 | 0.024507 | 0.164463 | 0.260712 | 0.223617 | 0.182339 | 0.206715 | 0.135641 | 0.201618 | 0.135399 | 0.259149 | 0.224230 | 0.318555 | 0.379795 |
| 2020-09-30 00:00:00 | -0.188315 | 0.098022 | 0.051209 | 0.062281 | 0.120651 | 0.032878 | 0.118587 | 0.086119 | 0.028859 | 0.090383 | 0.013268 | 0.068091 | 0.097573 | 0.120087 | 0.192380 |
| 2020-12-31 00:00:00 | 0.300830 | 0.074374 | 0.073335 | 0.101111 | 0.172363 | 0.312278 | 0.178685 | 0.132216 | 0.253698 | 0.121185 | 0.092916 | 0.211458 | 0.182130 | 0.138205 | 0.172875 |
| 2021-03-31 00:00:00 | 0.324479 | 0.030385 | 0.031042 | 0.025327 | 0.105419 | 0.184526 | 0.116450 | 0.070761 | 0.165207 | 0.063518 | 0.087920 | 0.084662 | 0.083288 | 0.015110 | 0.073815 |
| 2021-06-30 00:00:00 | 0.126094 | 0.029888 | -0.005272 | 0.083442 | 0.049264 | 0.043034 | 0.040613 | 0.080495 | 0.074954 | 0.083593 | 0.115985 | 0.033635 | 0.108092 | 0.114030 | 0.064435 |
| 2021-09-30 00:00:00 | -0.026222 | -0.018026 | 0.002739 | 0.000121 | -0.041816 | -0.030694 | -0.043573 | 0.000378 | 0.024323 | 0.002523 | -0.000098 | -0.024123 | -0.021207 | 0.006319 | -0.012866 |
| 2021-12-31 00:00:00 | 0.050203 | 0.115277 | 0.124048 | 0.077925 | 0.136524 | 0.049293 | 0.080207 | 0.103038 | 0.042310 | 0.106772 | 0.139811 | 0.077726 | -0.037011 | 0.141743 | 0.099010 |
| 2022-03-31 00:00:00 | 0.379204 | -0.019862 | 0.034591 | -0.045192 | -0.014374 | -0.058344 | -0.041831 | -0.049102 | -0.032929 | -0.049099 | -0.065856 | -0.089783 | -0.114414 | -0.090992 | -0.103975 |
| 2022-06-17 00:00:00 | -0.043815 | -0.096218 | -0.125888 | -0.134327 | -0.161041 | -0.165794 | -0.178228 | -0.184779 | -0.187815 | -0.189930 | -0.190735 | -0.192427 | -0.226489 | -0.232112 | -0.260025 |
| 2017-03-31 00:00:00 | 2017-06-30 00:00:00 | 2017-09-30 00:00:00 | 2017-12-31 00:00:00 | 2018-03-31 00:00:00 | 2018-06-30 00:00:00 | 2018-09-30 00:00:00 | 2018-12-31 00:00:00 | 2019-03-31 00:00:00 | 2019-06-30 00:00:00 | 2019-09-30 00:00:00 | 2019-12-31 00:00:00 | 2020-03-31 00:00:00 | 2020-06-30 00:00:00 | 2020-09-30 00:00:00 | 2020-12-31 00:00:00 | 2021-03-31 00:00:00 | 2021-06-30 00:00:00 | 2021-09-30 00:00:00 | 2021-12-31 00:00:00 | 2022-03-31 00:00:00 | 2022-06-17 00:00:00 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | SP1500 | Health Care ETF | Information Technology ETF | Consumer Discretionary ETF | Information Technology ETF | Energy ETF | Health Care ETF | Utilities ETF | Information Technology ETF | Financials ETF | Utilities ETF | Health Care ETF | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | SP600 | Energy ETF | Energy ETF | Financials ETF | Information Technology ETF | Energy ETF | Energy ETF |
| 1 | SP500 | Industrials ETF | Energy ETF | Information Technology ETF | Consumer Discretionary ETF | SP600 | Information Technology ETF | Consumer Staples ETF | Industrials ETF | Information Technology ETF | Real Estate ETF | Information Technology ETF | Health Care ETF | Energy ETF | Materials ETF | Energy ETF | SP600 | Real Estate ETF | Information Technology ETF | Real Estate ETF | Utilities ETF | Consumer Staples ETF |
| 2 | SP600 | Information Technology ETF | Materials ETF | SP400 | SP400 | Real Estate ETF | Industrials ETF | Real Estate ETF | Energy ETF | Materials ETF | Consumer Staples ETF | Financials ETF | Utilities ETF | Information Technology ETF | Information Technology ETF | Financials ETF | Financials ETF | Information Technology ETF | Utilities ETF | Materials ETF | Materials ETF | Utilities ETF |
| 3 | SP400 | Financials ETF | SP600 | Energy ETF | SP600 | Consumer Discretionary ETF | SP500 | Health Care ETF | Real Estate ETF | SP500 | Information Technology ETF | SP1500 | Consumer Staples ETF | Materials ETF | Industrials ETF | SP400 | Industrials ETF | Communication Services ETF | SP500 | Utilities ETF | Consumer Staples ETF | Health Care ETF |
| 4 | Communication Services ETF | SP400 | Financials ETF | Financials ETF | Financials ETF | Information Technology ETF | SP1500 | SP500 | SP400 | Consumer Discretionary ETF | Financials ETF | SP500 | Communication Services ETF | SP400 | Consumer Staples ETF | Communication Services ETF | Materials ETF | SP500 | SP1500 | Consumer Staples ETF | Financials ETF | Materials ETF |
| 5 | Consumer Discretionary ETF | SP500 | Industrials ETF | Materials ETF | Health Care ETF | Health Care ETF | Consumer Discretionary ETF | Financials ETF | Consumer Discretionary ETF | SP1500 | SP500 | Communication Services ETF | SP500 | Communication Services ETF | Communication Services ETF | Industrials ETF | Real Estate ETF | Health Care ETF | Health Care ETF | SP500 | Industrials ETF | SP600 |
| 6 | Consumer Staples ETF | SP1500 | SP500 | SP500 | SP1500 | Utilities ETF | Consumer Staples ETF | SP1500 | SP1500 | Consumer Staples ETF | SP1500 | SP600 | SP1500 | SP600 | SP500 | Consumer Discretionary ETF | SP400 | SP1500 | Real Estate ETF | SP1500 | Health Care ETF | Industrials ETF |
| 7 | Energy ETF | Consumer Discretionary ETF | SP1500 | SP1500 | SP500 | SP1500 | SP400 | Communication Services ETF | SP500 | Communication Services ETF | Industrials ETF | Materials ETF | Consumer Discretionary ETF | SP1500 | SP1500 | Materials ETF | Communication Services ETF | Financials ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | SP500 | SP1500 |
| 8 | Financials ETF | Materials ETF | Health Care ETF | Industrials ETF | Industrials ETF | SP500 | SP600 | Materials ETF | Communication Services ETF | Utilities ETF | Consumer Discretionary ETF | SP400 | Real Estate ETF | SP500 | SP400 | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Consumer Staples ETF | Industrials ETF | SP1500 | Financials ETF |
| 9 | Health Care ETF | Utilities ETF | SP400 | Consumer Staples ETF | Utilities ETF | SP400 | Financials ETF | Consumer Discretionary ETF | Materials ETF | Industrials ETF | Communication Services ETF | Industrials ETF | SP400 | Industrials ETF | Health Care ETF | SP1500 | SP1500 | Materials ETF | Communication Services ETF | Health Care ETF | SP600 | SP500 |
| 10 | Industrials ETF | SP600 | Utilities ETF | SP600 | Materials ETF | Materials ETF | Communication Services ETF | SP400 | SP600 | SP400 | SP600 | Consumer Discretionary ETF | Materials ETF | Health Care ETF | Utilities ETF | SP500 | SP500 | SP600 | SP400 | SP400 | Real Estate ETF | Real Estate ETF |
| 11 | Information Technology ETF | Real Estate ETF | Communication Services ETF | Health Care ETF | Consumer Staples ETF | Communication Services ETF | Energy ETF | Information Technology ETF | Consumer Staples ETF | Health Care ETF | SP400 | Energy ETF | Industrials ETF | Financials ETF | SP600 | Health Care ETF | Utilities ETF | Industrials ETF | Energy ETF | Energy ETF | SP400 | SP400 |
| 12 | Materials ETF | Consumer Staples ETF | Consumer Discretionary ETF | Real Estate ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Industrials ETF | Financials ETF | Real Estate ETF | Materials ETF | Consumer Staples ETF | SP600 | Real Estate ETF | Financials ETF | Real Estate ETF | Consumer Staples ETF | SP400 | SP600 | SP600 | Information Technology ETF | Communication Services ETF |
| 13 | Real Estate ETF | Communication Services ETF | Real Estate ETF | Communication Services ETF | Communication Services ETF | Industrials ETF | Materials ETF | SP600 | Utilities ETF | SP600 | Health Care ETF | Real Estate ETF | Financials ETF | Consumer Staples ETF | Real Estate ETF | Consumer Staples ETF | Health Care ETF | Consumer Staples ETF | Materials ETF | Financials ETF | Consumer Discretionary ETF | Information Technology ETF |
| 14 | Utilities ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Real Estate ETF | Financials ETF | Real Estate ETF | Energy ETF | Health Care ETF | Energy ETF | Energy ETF | Utilities ETF | Energy ETF | Utilities ETF | Energy ETF | Utilities ETF | Information Technology ETF | Utilities ETF | Industrials ETF | Communication Services ETF | Communication Services ETF | Consumer Discretionary ETF |
Comparative to Seasonal Indexes, tells you who is over or underperforming. This is Seasonal Index - Extrapolated Current Quarter. +: seasonal > current -: current > seasonal Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
| 2022-06-17 | |
|---|---|
| Information Technology ETF | 0.105318 |
| Consumer Discretionary ETF | 0.103945 |
| Energy ETF | 0.083099 |
| Materials ETF | 0.071426 |
| SP1500 | 0.070498 |
| SP500 | 0.069644 |
| SP600 | 0.069416 |
| SP400 | 0.069126 |
| Health Care ETF | 0.067854 |
| Communication Services ETF | 0.065505 |
| Real Estate ETF | 0.065298 |
| Financials ETF | 0.052571 |
| Industrials ETF | 0.050194 |
| Consumer Staples ETF | 0.030500 |
| Utilities ETF | 0.022444 |
| 2017-03-31 00:00:00 | 2017-06-30 00:00:00 | 2017-09-30 00:00:00 | 2017-12-31 00:00:00 | 2018-03-31 00:00:00 | 2018-06-30 00:00:00 | 2018-09-30 00:00:00 | 2018-12-31 00:00:00 | 2019-03-31 00:00:00 | 2019-06-30 00:00:00 | 2019-09-30 00:00:00 | 2019-12-31 00:00:00 | 2020-03-31 00:00:00 | 2020-06-30 00:00:00 | 2020-09-30 00:00:00 | 2020-12-31 00:00:00 | 2021-03-31 00:00:00 | 2021-06-30 00:00:00 | 2021-09-30 00:00:00 | 2021-12-31 00:00:00 | 2022-03-31 00:00:00 | 2022-06-17 00:00:00 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | SP1500 | Utilities ETF | Energy ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Energy ETF | Health Care ETF | Utilities ETF | Information Technology ETF | Utilities ETF | Real Estate ETF | Health Care ETF | Health Care ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Energy ETF | Energy ETF | Real Estate ETF | Energy ETF | Real Estate ETF | Energy ETF | Information Technology ETF |
| 1 | SP500 | Health Care ETF | SP600 | Energy ETF | SP400 | Utilities ETF | Energy ETF | Real Estate ETF | Real Estate ETF | Financials ETF | Utilities ETF | Information Technology ETF | Consumer Staples ETF | Energy ETF | Materials ETF | SP600 | SP600 | Communication Services ETF | Financials ETF | Utilities ETF | Utilities ETF | Consumer Discretionary ETF |
| 2 | SP600 | Industrials ETF | Materials ETF | Industrials ETF | Information Technology ETF | SP600 | Industrials ETF | Consumer Staples ETF | Industrials ETF | Consumer Staples ETF | Consumer Staples ETF | Communication Services ETF | Information Technology ETF | Information Technology ETF | Communication Services ETF | Financials ETF | Financials ETF | Energy ETF | Real Estate ETF | Materials ETF | Materials ETF | Energy ETF |
| 3 | SP400 | Financials ETF | Financials ETF | Information Technology ETF | SP600 | Real Estate ETF | Information Technology ETF | Health Care ETF | Consumer Discretionary ETF | Industrials ETF | Financials ETF | SP1500 | Utilities ETF | SP400 | Industrials ETF | Communication Services ETF | Materials ETF | Financials ETF | Utilities ETF | Information Technology ETF | Consumer Staples ETF | Materials ETF |
| 4 | Communication Services ETF | Consumer Staples ETF | Information Technology ETF | SP400 | Financials ETF | Health Care ETF | SP500 | Communication Services ETF | SP400 | Communication Services ETF | SP600 | SP500 | Communication Services ETF | Materials ETF | Consumer Staples ETF | SP400 | Industrials ETF | Health Care ETF | Health Care ETF | Consumer Staples ETF | Financials ETF | SP1500 |
| 5 | Consumer Discretionary ETF | SP400 | SP400 | SP500 | Health Care ETF | Consumer Staples ETF | SP1500 | SP500 | Communication Services ETF | SP500 | Communication Services ETF | Financials ETF | SP500 | Communication Services ETF | Information Technology ETF | Industrials ETF | Communication Services ETF | SP500 | SP1500 | SP500 | Health Care ETF | SP500 |
| 6 | Consumer Staples ETF | SP500 | Industrials ETF | SP1500 | SP1500 | SP1500 | Consumer Staples ETF | SP1500 | SP1500 | Materials ETF | SP400 | SP600 | SP1500 | SP600 | SP400 | Consumer Discretionary ETF | Real Estate ETF | SP1500 | SP500 | SP1500 | Industrials ETF | SP600 |
| 7 | Energy ETF | SP1500 | SP1500 | Consumer Staples ETF | SP500 | Consumer Discretionary ETF | SP600 | Financials ETF | SP500 | SP1500 | SP500 | Industrials ETF | Consumer Discretionary ETF | SP1500 | SP500 | Materials ETF | SP400 | Consumer Staples ETF | Communication Services ETF | Consumer Discretionary ETF | SP500 | SP400 |
| 8 | Financials ETF | Materials ETF | SP500 | Materials ETF | Industrials ETF | SP500 | Consumer Discretionary ETF | Materials ETF | Materials ETF | SP400 | SP1500 | SP400 | Real Estate ETF | Industrials ETF | SP1500 | SP1500 | Consumer Discretionary ETF | Information Technology ETF | SP400 | Industrials ETF | SP1500 | Health Care ETF |
| 9 | Health Care ETF | Real Estate ETF | Health Care ETF | Financials ETF | Utilities ETF | SP400 | SP400 | Consumer Discretionary ETF | SP600 | Real Estate ETF | Energy ETF | Energy ETF | SP400 | SP500 | Health Care ETF | SP500 | SP1500 | Industrials ETF | SP600 | Health Care ETF | Real Estate ETF | Communication Services ETF |
| 10 | Industrials ETF | SP600 | Communication Services ETF | Communication Services ETF | Materials ETF | Communication Services ETF | Financials ETF | Industrials ETF | Financials ETF | Health Care ETF | Industrials ETF | Materials ETF | Materials ETF | Health Care ETF | SP600 | Information Technology ETF | SP500 | Utilities ETF | Consumer Staples ETF | SP400 | SP600 | Real Estate ETF |
| 11 | Information Technology ETF | Information Technology ETF | Utilities ETF | SP600 | Communication Services ETF | Information Technology ETF | Communication Services ETF | SP400 | Consumer Staples ETF | Information Technology ETF | Materials ETF | Consumer Discretionary ETF | Industrials ETF | Financials ETF | Utilities ETF | Real Estate ETF | Consumer Staples ETF | Materials ETF | Information Technology ETF | Energy ETF | SP400 | Financials ETF |
| 12 | Materials ETF | Consumer Discretionary ETF | Real Estate ETF | Real Estate ETF | Consumer Staples ETF | Materials ETF | Real Estate ETF | Information Technology ETF | Energy ETF | SP600 | Consumer Discretionary ETF | Consumer Staples ETF | Financials ETF | Real Estate ETF | Financials ETF | Health Care ETF | Health Care ETF | SP600 | Consumer Discretionary ETF | SP600 | Communication Services ETF | Industrials ETF |
| 13 | Real Estate ETF | Communication Services ETF | Consumer Discretionary ETF | Health Care ETF | Real Estate ETF | Industrials ETF | Utilities ETF | SP600 | Utilities ETF | Consumer Discretionary ETF | Information Technology ETF | Real Estate ETF | SP600 | Consumer Staples ETF | Real Estate ETF | Utilities ETF | Utilities ETF | SP400 | Materials ETF | Financials ETF | Consumer Discretionary ETF | Consumer Staples ETF |
| 14 | Utilities ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Energy ETF | Financials ETF | Materials ETF | Energy ETF | Health Care ETF | Energy ETF | Health Care ETF | Utilities ETF | Energy ETF | Utilities ETF | Energy ETF | Consumer Staples ETF | Information Technology ETF | Consumer Discretionary ETF | Industrials ETF | Communication Services ETF | Information Technology ETF | Utilities ETF |
| Index | Symbol | risk_trend_factor | |
|---|---|---|---|
| 0 | SP500 | SPY | -3.791861 |
| 1 | SP1500 | SPTM | -3.879022 |
| 2 | SP400 | MDYG | -5.134573 |
| 3 | SP600 | SLY | -5.242200 |
| Symbol | risk_trend_factor | Sector | |
|---|---|---|---|
| 3 | VDE | -0.123306 | Energy ETF |
| 2 | VDC | -2.283970 | Consumer Staples ETF |
| 10 | VPU | -2.520459 | Utilities ETF |
| 9 | VNQ | -3.053370 | Real Estate ETF |
| 8 | VAW | -3.165271 | Materials ETF |
| 5 | VHT | -3.323632 | Health Care ETF |
| 6 | VIS | -4.514668 | Industrials ETF |
| 4 | VFH | -4.617891 | Financials ETF |
| 1 | VCR | -4.721407 | Consumer Discretionary ETF |
| 7 | VGT | -4.954472 | Information Technology ETF |
| 0 | VOX | -8.783598 | Communication Services ETF |
Rolling Quarterly Mean Return
Quarterly Returns
0.051078501531639196
array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)
1520
Index(['Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume', 'Symbol',
'trailing_1yr_max', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
'MIN_Lookback_1_Months', 'trailing_1yr_min', 'supply_trend_1yr',
'supply_trend_60d', 'supply_trend_30d', 'trailing_60d_max',
'trailing_60d_min', 'trailing_30d_max', 'trailing_30d_min', '90dSMA',
'90dSDev', 'TP', '21dstdTP', '21dMA-TP', '21dBOLU', '21dBOLD',
'trailing_risk_40d_max', 'trailing_risk_40d_min', 'risk_per_share',
'30d_vol', '30d_vol_2yr', 'volume_factor', '1YMF', 'risk_trend_factor'],
dtype='object')
Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
'2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
'2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
'2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
'1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
'2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
'1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
'supply_trend_60d', 'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr',
'pct_2yr', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
'MIN_Lookback_1_Months', 'vol_30d', 'volume_factor', 'adf', 'hurst',
'1YMF', 'Market Index', 'Sector'],
dtype='object')
| latest_p | MIN_Lookback_One_Year | MIN_Lookback_2_Months | MIN_Lookback_1_Months | risk_trend_factor | volume_factor | adf | hurst | Sector | Market Index | index | index_Symbol | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Symbol | ||||||||||||
| ACC | 64.230003 | 49.209999 | 65.019997 | 65.019997 | 10.926848 | 2.134689 | 0.978004 | 0.420279 | Real Estate | SP400 | NaN | NaN |
| MTOR | 35.939999 | 32.93 | 36.279999 | 36.279999 | 5.065223 | 1.664475 | 0.319063 | 0.43585 | error | SP600 | NaN | NaN |
| TVTY | 32.130001 | 27.870001 | 32.889999 | 32.889999 | 2.341879 | 1.643789 | 0.518794 | 0.448871 | error | SP600 | NaN | NaN |
| BANF | 94.860001 | 77.379997 | 86.82 | 86.82 | 2.011991 | 1.135864 | 0.955166 | 0.536352 | error | SP600 | NaN | NaN |
| Y | 830.5 | 737.890015 | 862.869995 | 862.869995 | 1.771776 | 1.56538 | 0.382688 | 0.459685 | Financial Services | SP400 | NaN | NaN |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| ODFL | NaN | NaN | NaN | NaN | -5.178995 | NaN | NaN | NaN | Industrials | NaN | SP500 | SPY |
| EW | NaN | NaN | NaN | NaN | -2.677285 | NaN | NaN | NaN | Healthcare | NaN | SP500 | SPY |
| PCRX | NaN | NaN | NaN | NaN | -2.849253 | NaN | NaN | NaN | Healthcare | NaN | SP600 | SLY |
| CBOE | NaN | NaN | NaN | NaN | -4.539896 | NaN | NaN | NaN | Financial Services | NaN | SP500 | SPY |
| PCAR | NaN | NaN | NaN | NaN | -4.010257 | NaN | NaN | NaN | Industrials | NaN | SP500 | SPY |
1555 rows × 12 columns
0.975
temp_sm
| index | MIN_Lookback_One_Year | MIN_Lookback_2_Months | MIN_Lookback_1_Months | risk_trend_factor | volume_factor | |
|---|---|---|---|---|---|---|
| Symbol | ||||||
| A | 2022-06-17 | 147.679993 | 179.570007 | 179.570007 | -9.088903 | 1.131711 |
| AA | 2022-06-17 | 44.419998 | 98.089996 | 98.089996 | -3.704472 | 0.98632 |
| AAL | 2022-06-17 | 22.549999 | 22.549999 | 22.549999 | -3.126898 | 0.707794 |
| AAN | 2022-06-17 | NaN | 35.439999 | 35.439999 | NaN | NaN |
| AAON | 2022-06-17 | 81.25 | 83.790001 | 83.790001 | -10.22921 | 1.041044 |
| ... | ... | ... | ... | ... | ... | ... |
| ZIMV | 2022-06-17 | NaN | NaN | NaN | NaN | NaN |
| ZION | 2022-06-17 | 60.650002 | 75.440002 | 75.440002 | -4.600841 | 0.978199 |
| ZTS | 2022-06-17 | 187.320007 | 249.270004 | 249.270004 | -6.71488 | 1.095466 |
| ZUMZ | 2022-06-17 | 50.060001 | 55.099998 | 55.099998 | -5.921479 | 1.674903 |
| ZYXI | 2022-06-17 | 16.263636 | 16.263636 | 16.263636 | -10.695845 | 0.673641 |
1519 rows × 6 columns
Index(['risk_trend_factor', 'Sector', 'index', 'index_Symbol'], dtype='object')
| MIN_Lookback_One_Year | MIN_Lookback_2_Months | MIN_Lookback_1_Months | risk_trend_factor | volume_factor | index | sector | sector_risk_trend_factor | index | Sector | |
|---|---|---|---|---|---|---|---|---|---|---|
| Symbol | ||||||||||
| ACC | 49.209999 | 65.019997 | 65.019997 | 10.926848 | 2.134689 | VNQ | MDYG | -3.05337 | SP400 | Real Estate |
| MTOR | 32.93 | 36.279999 | 36.279999 | 5.065223 | 1.664475 | error | SLY | error | SP600 | error |
| TVTY | 27.870001 | 32.889999 | 32.889999 | 2.341879 | 1.643789 | error | SLY | error | SP600 | error |
| BANF | 77.379997 | 86.82 | 86.82 | 2.011991 | 1.135864 | error | SLY | error | SP600 | error |
| Y | 737.890015 | 862.869995 | 862.869995 | 1.771776 | 1.56538 | VFH | MDYG | -4.617891 | SP400 | Financial Services |
| SAFM | 177.479996 | 200.0 | 200.0 | 1.751569 | 1.334104 | VDC | MDYG | -2.28397 | SP400 | Consumer Defensive |
| SJI | 29.24 | 35.32 | 35.32 | 1.295238 | 0.791297 | error | SLY | error | SP600 | error |
| LNTH | 25.790001 | 64.139999 | 69.738998 | 1.178774 | 1.823238 | VHT | SLY | -3.323632 | SP600 | Healthcare |
| ROG | 206.130005 | 274.51001 | 274.51001 | 1.068804 | 0.980653 | error | SLY | error | SP600 | error |
| TWI | 11.82 | 15.77 | 18.889999 | 0.931088 | 1.389288 | VIS | SLY | -4.514668 | SP600 | Industrials |
| PBF | 18.780001 | 30.129999 | 32.41 | 0.887657 | 0.835417 | VDE | SLY | -0.123306 | SP600 | Energy |
| GO | 36.77 | 36.77 | 37.82 | 0.842135 | 1.191531 | VDC | MDYG | -2.28397 | SP400 | Consumer Defensive |
| HRB | 26.23 | 28.17 | 34.959999 | 0.731411 | 0.963511 | VCR | MDYG | -4.721407 | SP400 | Consumer Cyclical |
| AZPN | 162.559998 | 169.220001 | 191.460007 | 0.719312 | 0.677612 | VGT | MDYG | -4.954472 | SP400 | Technology |
| CEIX | 18.93 | 50.389999 | 55.259998 | 0.677246 | 1.548727 | VDE | SLY | -0.123306 | SP600 | Energy |
| PSB | 165.850006 | 189.229996 | 189.830002 | 0.57675 | 2.540601 | error | MDYG | error | SP400 | error |
| MCK | 204.660004 | 333.440002 | 339.940002 | 0.573819 | 1.048139 | VHT | SPY | -3.323632 | SP500 | Healthcare |
| GCP | 27.780001 | 32.279999 | 32.279999 | 0.502796 | 1.87078 | error | SLY | error | SP600 | error |
| WRB | 54.953335 | 71.269997 | 71.529999 | 0.374885 | 1.220256 | VFH | SPY | -4.617891 | SP500 | Financial Services |
| FCN | 147.380005 | 167.279999 | 170.649994 | 0.359043 | 0.694756 | error | MDYG | error | SP400 | error |
| XOM | 64.800003 | 91.510002 | 92.919998 | 0.347413 | 1.153813 | VDE | SPY | -0.123306 | SP500 | Energy |
| MANT | 92.0 | 92.0 | 94.730003 | 0.320637 | 2.782348 | VGT | SLY | -4.954472 | SP600 | Technology |
| SM | 24.780001 | 43.689999 | 43.689999 | 0.305033 | 0.640686 | VDE | SLY | -0.123306 | SP600 | Energy |
| DINO | 39.389999 | 40.950001 | 48.290001 | 0.269915 | 1.094012 | VDE | MDYG | -0.123306 | SP400 | Energy |
| PLAB | 14.56 | 20.299999 | 20.299999 | 0.264129 | 2.163783 | VGT | SLY | -4.954472 | SP600 | Technology |
| MPC | 64.839996 | 91.879997 | 98.290001 | 0.209274 | 1.221452 | VDE | SPY | -0.123306 | SP500 | Energy |
| LLY | 235.850006 | 314.0 | 314.0 | 0.187301 | 0.967658 | VHT | SPY | -3.323632 | SP500 | Healthcare |
| VLO | 84.949997 | 111.519997 | 131.690002 | 0.182835 | 1.3872 | VDE | SPY | -0.123306 | SP500 | Energy |
| APA | 24.299999 | 45.220001 | 45.27 | 0.181301 | 0.999608 | VDE | SPY | -0.123306 | SP500 | Energy |
| PPC | 26.280001 | 29.700001 | 30.559999 | 0.177885 | 1.275425 | VDC | MDYG | -2.28397 | SP400 | Consumer Defensive |
| MRO | 14.16 | 27.719999 | 29.0 | 0.151107 | 1.000459 | VDE | SPY | -0.123306 | SP500 | Energy |
| DVN | 31.99 | 64.980003 | 73.18 | 0.148782 | 1.104104 | VDE | SPY | -0.123306 | SP500 | Energy |
| UTHR | 212.619995 | 218.380005 | 218.380005 | 0.139402 | 1.481235 | VHT | MDYG | -3.323632 | SP400 | Healthcare |
| VIVO | 27.450001 | 28.719999 | 28.719999 | 0.109712 | 0.591657 | error | SLY | error | SP600 | error |
| ROCC | 25.59 | 42.66 | 42.66 | 0.108216 | 1.213679 | VDE | SLY | -0.123306 | SP600 | Energy |
| COP | 61.779999 | 107.519997 | 108.300003 | 0.10252 | 0.95084 | VDE | SPY | -0.123306 | SP500 | Energy |
| OXY | 32.52 | 63.240002 | 69.169998 | 0.093736 | 1.190976 | VDE | SPY | -0.123306 | SP500 | Energy |
| MGPI | 76.68 | 97.610001 | 104.0 | 0.074244 | 1.204144 | error | SLY | error | SP600 | error |
nominal, pct_change, pct_change().cumsum Market volatility
Consumer Confidence
Unemployment
Inflation
Interest Rates
10 Year to 3 Month
Recession Indicator
Index(['2022-06-19', '2022-06-26', '2022-07-03', '2022-07-10', '2022-07-17',
'2022-07-24', '2022-07-31', '2022-08-07', '2022-08-14', '2022-08-21',
'2022-08-28', '2022-09-04', '2022-09-11'],
dtype='object')
87.44243789162297
adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
vol_30d_2yr: 1719938470.5078125
Sector 1YMF: -287.8400573730469
1YMF: -287.8400573730469
risk trend factor: -3.791860877423899
totalAssets trailingPE
SPY 3.781762e+11 3.819317
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 365.859985 | 364.518828 | 396.470318 | 428.421808 | 419.420001 | 25.514981 | 368.390039 | 470.449963 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SPY | 1.183517 | 365.859985 | 1719938470.507812 | 0.369677 | 0.658465 | 0.422658 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 955.5530324568704 1191.7434001588522 test cv mean error, stdev (10 folds): 1006.6403589312771 1238.3804537753442 sell date: 2022-08-28 expected return: 0.11365382501453676 discounted return: 0.0015172956155042883 quarter return: 1.1496820237686733
['options', ('2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
vol_30d_2yr: 10189559.1796875
Sector 1YMF: -34.95000076293945
1YMF: -34.95000076293945
risk trend factor: -3.8790224724143685
totalAssets
SPTM 5.538233e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 45.310001 | 44.984943 | 48.919841 | 52.854739 | 51.683968 | 3.088065 | 45.507837 | 57.860099 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SPTM | 1.653055 | 45.310001 | 10189559.179688 | 0.388272 | 0.658826 | 0.429487 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 14.216915876601824 16.99929328311187 test cv mean error, stdev (10 folds): 15.009608233904638 17.634103244062654 sell date: 2022-08-28 expected return: 0.06878861939823555 discounted return: 0.0009374232719445708 quarter return: 1.0900270835146681
symbol: MDYG sector: error sector: error Index: SP400 vol_30d_2yr: 4938966.40625 Sector 1YMF: -69.05999755859375 1YMF: -69.05999755859375 risk trend factor: -5.134573474205833 Empty DataFrame Columns: [] Index: [MDYG]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 59.93 | 59.511554 | 65.413016 | 71.314478 | 69.046349 | 4.323319 | 60.399712 | 77.692987 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MDYG | 0.576598 | 59.93 | 4938966.40625 | 0.256027 | 0.494117 | 0.451147 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 63.12940057605013 122.8158975223343 test cv mean error, stdev (10 folds): 68.77696792669757 127.44125691990534 sell date: 2022-08-28 expected return: 0.0900181626794404 discounted return: 0.0012147422603323577 quarter return: 1.1181644593788629
symbol: SLY sector: error sector: error Index: SP600 vol_30d_2yr: 1808137.109375 Sector 1YMF: -77.27001953125 1YMF: -77.27001953125 risk trend factor: -5.242200185196592 Empty DataFrame Columns: [] Index: [SLY]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 78.089996 | 78.068302 | 85.071269 | 92.074236 | 88.226349 | 4.474948 | 79.276452 | 97.176246 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SLY | 1.23276 | 78.089996 | 1808137.109375 | 0.449524 | 0.532018 | 0.51304 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 103.79322813481043 141.07367968005195 test cv mean error, stdev (10 folds): 112.1151826866341 145.3621586882712 sell date: 2022-08-28 expected return: 0.09464636836855406 discounted return: 0.0012744926008916302 quarter return: 1.1243202867036735
symbol: VDE
sector: error
sector: Energy
Index: nan
vol_30d_2yr: 25785341.015625
Sector 1YMF: -3.82000732421875
1YMF: -3.82000732421875
risk trend factor: -0.12330558135216596
totalAssets trailingPE
VDE 1.106882e+10 8.493072
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 102.349998 | 106.909959 | 119.43381 | 131.957661 | 112.539048 | 6.727104 | 99.08484 | 125.993256 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VDE | 0.896641 | 102.349998 | 25785341.015625 | 0.70127 | 0.621023 | 0.512979 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 162.26028101973316 186.69475900021942 test cv mean error, stdev (10 folds): 177.93582907450698 188.7790932527092 sell date: 2022-09-11 expected return: 0.28041097653580677 discounted return: 0.0029122453338439325 quarter return: 1.3067422300135922
symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 3264449.609375
Sector 1YMF: -74.80001831054688
1YMF: -74.80001831054688
risk trend factor: -2.283970024749523
totalAssets
VDC 8.239956e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 177.059998 | 176.153403 | 185.845715 | 195.538026 | 194.674128 | 7.920194 | 178.833739 | 210.514517 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VDC | 1.413592 | 177.059998 | 3264449.609375 | 0.48903 | 0.752482 | 0.355797 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 100.4250963612048 79.00566085677939 test cv mean error, stdev (10 folds): 95.34988963632661 81.13414161655594 sell date: 2022-06-19 expected return: 0.028967995014778737 discounted return: 0.028967995014778758 quarter return: 13.834763379181457
['options', ('2022-07-15',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
vol_30d_2yr: 5031661.71875
Sector 1YMF: -59.12998962402344
1YMF: -59.12998962402344
risk trend factor: -2.5204591944584465
totalAssets
VPU 7.854255e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 141.440002 | 142.694749 | 156.469524 | 170.244299 | 158.564286 | 5.736683 | 147.09092 | 170.037651 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VPU | 1.250581 | 141.440002 | 5031661.71875 | 0.451674 | 0.569436 | 0.290073 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 157.5005397449381 358.75139341691283 test cv mean error, stdev (10 folds): 172.2463620239812 373.06968106647014 sell date: 2022-06-19 expected return: 0.0768221407411059 discounted return: 0.07682214074110583 quarter return: 906.245463344889
symbol: VNQ
sector: error
sector: Real Estate
Index: nan
vol_30d_2yr: 102932828.515625
Sector 1YMF: -76.09000396728516
1YMF: -76.09000396728516
risk trend factor: -3.053370235265123
totalAssets
VNQ 7.839537e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 87.699997 | 86.580768 | 94.91381 | 103.246851 | 101.788572 | 7.189885 | 87.408801 | 116.168343 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VNQ | 1.231534 | 87.699997 | 102932828.515625 | 0.296727 | 0.445676 | 0.39584 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 86.67543097788253 161.6982901186738 test cv mean error, stdev (10 folds): 93.69122194082982 167.98671393537586 sell date: 2022-06-19 expected return: 0.02205948107694154 discounted return: 0.022059481076941445 quarter return: 7.444023897114046
['options', ('2023-01-20', '2024-01-19')]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 2683599.21875
Sector 1YMF: -109.739990234375
1YMF: -109.739990234375
risk trend factor: -3.165271062358118
totalAssets
VAW 5.085875e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 162.800003 | 163.360294 | 181.546031 | 199.731768 | 187.277779 | 8.558355 | 170.161068 | 204.394489 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VAW | 1.040096 | 162.800003 | 2683599.21875 | 0.553392 | 0.650248 | 0.42433 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: [None, 'add', True] best inner cv score, sdev (11 folds): 205.0117757409078 229.50286867669206 test cv mean error, stdev (10 folds): 219.71296999563498 235.71454689543646 sell date: 2022-09-18 expected return: 0.06524432418026509 discounted return: 0.0006872380532618738 quarter return: 1.0652443241802583
['options', ('2022-08-19',)]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
vol_30d_2yr: 5367987.5
Sector 1YMF: -122.20997619628906
1YMF: -122.20997619628906
risk trend factor: -3.3236323632363236
totalAssets trailingPE
VHT 1.866525e+10 4.748669
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 220.210007 | 218.770447 | 234.353333 | 249.93622 | 243.78492 | 11.544258 | 220.696404 | 266.873435 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VHT | 1.223885 | 220.210007 | 5367987.5 | 0.406751 | 0.629182 | 0.332826 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 237.05413896527213 269.8255299596183 test cv mean error, stdev (10 folds): 227.72491126898126 281.29883208944585 sell date: 2022-08-28 expected return: 0.06291307783865448 discounted return: 0.0008597119519702101 quarter return: 1.082268737049756
symbol: VIS sector: error sector: Industrials Index: nan vol_30d_2yr: 3372254.1015625 Sector 1YMF: -141.5800018310547 1YMF: -141.5800018310547 risk trend factor: -4.514668337867341 Empty DataFrame Columns: [] Index: [VIS]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 159.809998 | 159.424409 | 172.598254 | 185.772099 | 181.362857 | 9.892736 | 161.577386 | 201.148329 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VIS | 0.869685 | 159.809998 | 3372254.101562 | 0.42518 | 0.484643 | 0.470479 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 213.0870792804144 181.9457105460846 test cv mean error, stdev (10 folds): 223.723963351123 187.5372097386256 sell date: 2022-07-24 expected return: 0.09378205579421175 discounted return: 0.002493143459946001 quarter return: 1.2574473426776744
['options', ('2022-08-19',)]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
vol_30d_2yr: 16520124.609375
Sector 1YMF: -72.2699966430664
1YMF: -72.2699966430664
risk trend factor: -4.617890709055871
totalAssets
VFH 1.046217e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 75.849998 | 74.907534 | 82.472858 | 90.038182 | 86.832222 | 5.55532 | 75.721582 | 97.942862 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VFH | 1.270717 | 75.849998 | 16520124.609375 | 0.43829 | 0.480904 | 0.491635 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 54.780343042381176 49.08282008546465 test cv mean error, stdev (10 folds): 57.394667758940955 50.7430195700265 sell date: 2022-09-18 expected return: 0.032192068425141204 discounted return: 0.00034445890536605184 quarter return: 1.03219206842515
['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
vol_30d_2yr: 2596418.1640625
Sector 1YMF: -359.96002197265625
1YMF: -359.96002197265625
risk trend factor: -4.72140697901556
totalAssets
VCR 6.015592e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 225.869995 | 218.39857 | 242.946031 | 267.493493 | 271.133333 | 28.125894 | 214.881544 | 327.385121 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VCR | 1.292819 | 225.869995 | 2596418.164062 | 0.205768 | 0.641228 | 0.473825 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 1049.0894816988537 1552.387658053613 test cv mean error, stdev (10 folds): 1148.847289505217 1594.2752342032827 sell date: 2022-08-07 expected return: 0.05582835139949714 discounted return: 0.0010871029895367368 quarter return: 1.1051257748984558
symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 14308852.5390625
Sector 1YMF: -363.4599914550781
1YMF: -363.4599914550781
risk trend factor: -4.954471974241429
totalAssets
VGT 5.138536e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 319.809998 | 313.391914 | 345.179842 | 376.96777 | 371.755716 | 29.840347 | 312.075022 | 431.43641 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VGT | 1.152846 | 319.809998 | 14308852.539062 | 0.262275 | 0.685573 | 0.43018 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 992.8049834301754 793.2003711733333 test cv mean error, stdev (10 folds): 1054.935324913171 805.991064854646 sell date: 2022-09-18 expected return: 0.13187955443232405 discounted return: 0.0013474240638169377 quarter return: 1.131879554432333
['options', ('2022-08-19',)]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
vol_30d_2yr: 4644931.8359375
Sector 1YMF: -166.010009765625
1YMF: -166.010009765625
risk trend factor: -8.783597691159713
Empty DataFrame
Columns: []
Index: [VOX]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 92.860001 | 91.464788 | 99.415079 | 107.365371 | 107.439841 | 9.28909 | 88.861661 | 126.018022 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VOX | 1.840996 | 92.860001 | 4644931.835938 | 0.059723 | 0.708136 | 0.512969 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 85.90984878407943 73.83518328694369 test cv mean error, stdev (10 folds): 91.80168415960244 74.93294839457018 sell date: 2022-08-28 expected return: 0.06648933699165002 discounted return: 0.0009070626925808956 quarter return: 1.086989494591177
['options', ('2022-07-15',)]
symbol: ACC
sector: Real Estate
Index: SP400
vol_30d_2yr: 27009982.03125
Sector 1YMF: 13.440017700195312
1YMF: 13.440017700195312
risk trend factor: 10.926847725292072
beta currentRatio debtToEquity dividendRate dividendYield \
ACC 1.00147 2.184 122.276 1.88 0.029
earningsGrowth ebitda ebitdaMargins forwardPE grossMargins \
ACC 1.498 466354240 0.47421 98.81539 0.5349
grossProfits heldPercentInstitutions industry marketCap \
ACC 498042000 0.97986 REIT—Residential 8938053632
operatingMargins payoutRatio pegRatio priceToBook \
ACC 0.19318 4.7 1.96 2.993987
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
ACC 9.088625 0.06005 1.888 0.01582
returnOnEquity revenueGrowth revenuePerShare sector \
ACC 0.01872 0.176 7.081 Real Estate
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
ACC 139156992 0.86 87656000 0.63 4008523008
totalRevenue trailingPE
ACC 983433024 513.84
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 64.230003 | 64.240713 | 64.712222 | 65.183731 | 62.082857 | 3.916774 | 54.249309 | 69.916406 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ACC | 2.134689 | 64.230003 | 27009982.03125 | 0.97101 | 0.978004 | 0.420279 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -76.09000396728516 Sector Volume Factor: 1.2315342134094496 Sector Risk Trend Factor: -3.053370235265123 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 14.002980457032441 10.442431974910885 test cv mean error, stdev (10 folds): 15.172164708897602 10.242651718117648 sell date: 2022-07-31 expected return: 0.01770938315542047 discounted return: 0.0004083251823976397 quarter return: 1.0382724739785627
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Capital Surplus 4.693018e+09 4.694242e+09 4.538210e+09
Total Liab 4.218002e+09 4.273301e+09 4.501487e+09
Total Stockholder Equity 3.093994e+09 3.117378e+09 2.982993e+09
Minority Interest 1.842520e+08 1.839070e+08 6.423900e+07
Deferred Long Term Liab 7.300000e+06 3.450000e+07 2.750000e+07
Total Assets 7.496248e+09 7.574586e+09 7.548719e+09
Common Stock 1.393000e+06 1.391000e+06 1.390000e+06
Other Current Assets 1.698800e+07 1.432600e+07 2.016300e+07
Other Liab 1.522020e+08 1.697290e+08 1.850330e+08
Treasury Stock -1.600417e+09 -1.578255e+09 -1.556607e+09
Other Assets 2.143290e+08 1.773490e+08 2.318220e+08
Cash 8.765600e+07 1.203510e+08 4.207300e+07
Total Current Liabilities 5.727700e+07 1.168230e+08 9.838000e+07
Other Stockholder Equity -1.596530e+09 -1.574312e+09 -1.551896e+09
Property Plant Equipment 7.156799e+09 7.198609e+09 7.232212e+09
Total Current Assets 1.251200e+08 1.678280e+08 8.468500e+07
Net Tangible Assets 3.093994e+09 3.086578e+09 2.982993e+09
Net Receivables 2.047600e+07 3.268700e+07 2.218800e+07
Long Term Debt 3.509626e+09 3.513684e+09 3.723677e+09
Accounts Payable 5.727700e+07 9.306700e+07 9.838000e+07
Intangible Assets NaN 3.080000e+07 NaN
2021-06-30
Capital Surplus 4.515450e+09
Total Liab 4.437234e+09
Total Stockholder Equity 3.035925e+09
Minority Interest 6.528200e+07
Deferred Long Term Liab 2.460000e+07
Total Assets 7.538441e+09
Common Stock 1.386000e+06
Other Current Assets 2.747600e+07
Other Liab 1.373950e+08
Treasury Stock -1.480911e+09
Other Assets 2.333970e+08
Cash 3.028300e+07
Total Current Liabilities 6.970500e+07
Other Stockholder Equity -1.476181e+09
Property Plant Equipment 7.237327e+09
Total Current Assets 6.771700e+07
Net Tangible Assets 3.035925e+09
Net Receivables 9.775000e+06
Long Term Debt 3.734507e+09
Accounts Payable 6.970500e+07
Intangible Assets NaN ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Net Income 39183000.0 40712000.0
Change To Liabilities 0.0 -5928000.0
Total Cashflows From Investing Activities NaN -39104000.0
Net Borrowings NaN -203737000.0
Total Cash From Financing Activities NaN -2685000.0
Change To Operating Activities NaN -4668000.0
Issuance Of Stock NaN 1000.0
Change In Cash NaN 72441000.0
Total Cash From Operating Activities NaN 114230000.0
Depreciation NaN 69294000.0
Other Cashflows From Investing Activities NaN -436000.0
Dividends Paid NaN -65817000.0
Change To Account Receivables NaN 8001000.0
Other Cashflows From Financing Activities NaN 266868000.0
Change To Netincome NaN 5202000.0
Repurchase Of Stock NaN NaN
2021-09-30 2021-06-30
Net Income -11439000.0 -9402000.0
Change To Liabilities 28335000.0 11132000.0
Total Cashflows From Investing Activities -57467000.0 -76294000.0
Net Borrowings -10415000.0 53424000.0
Total Cash From Financing Activities -57209000.0 17226000.0
Change To Operating Activities 40390000.0 -29447000.0
Issuance Of Stock 21198000.0 38476000.0
Change In Cash 4477000.0 -7470000.0
Total Cash From Operating Activities 119153000.0 51598000.0
Depreciation 69445000.0 68741000.0
Other Cashflows From Investing Activities 2944000.0 -961000.0
Dividends Paid -65948000.0 -65379000.0
Change To Account Receivables -12413000.0 3867000.0
Other Cashflows From Financing Activities -523000.0 -9295000.0
Change To Netincome 3365000.0 5289000.0
Repurchase Of Stock -1521000.0 -1521000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 208521000 -9402000
3Q2021 228877000 -11439000
4Q2021 272289000 40712000
1Q2022 273746000 39183000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 43060000.0 42051000.0 -13019000.0
Minority Interest 184252000.0 183907000.0 64239000.0
Net Income 39183000.0 40712000.0 -11439000.0
Selling General Administrative 9098000.0 25234000.0 10309000.0
Gross Profit 154845000.0 177993000.0 94800000.0
Ebit 75195000.0 80965000.0 15046000.0
Operating Income 75195000.0 80965000.0 15046000.0
Other Operating Expenses NaN 2500000.0 2500000.0
Interest Expense -31675000.0 -31922000.0 -30741000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 340000.0 340000.0 340000.0
Total Revenue 273746000.0 272289000.0 228877000.0
Total Operating Expenses 198551000.0 191324000.0 213831000.0
Cost Of Revenue 118901000.0 94296000.0 134077000.0
Total Other Income Expense Net -32135000.0 -38914000.0 -28065000.0
Discontinued Operations None None None
Net Income From Continuing Ops 42720000.0 41711000.0 -13359000.0
Net Income Applicable To Common Shares 39183000.0 40299000.0 -12006000.0
2021-06-30
Research Development None
Effect Of Accounting Charges None
Income Before Tax -10712000.0
Minority Interest 65282000.0
Net Income -9402000.0
Selling General Administrative 12093000.0
Gross Profit 99534000.0
Ebit 18700000.0
Operating Income 18700000.0
Other Operating Expenses 2500000.0
Interest Expense -30658000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 341000.0
Total Revenue 208521000.0
Total Operating Expenses 189821000.0
Cost Of Revenue 108987000.0
Total Other Income Expense Net -29412000.0
Discontinued Operations None
Net Income From Continuing Ops -11053000.0
Net Income Applicable To Common Shares -9973000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Specialized-Real Estate Index Fund 6638008 2022-01-30 0.0476
1 Vanguard Total Stock Market Index Fund 3960227 2021-12-30 0.0284
2 iShares Core S&P Midcap ETF 3862557 2022-01-30 0.0277
3 Vanguard Small-Cap Index Fund 3503603 2021-12-30 0.0251
4 Allspring Special Mid Cap Value Fund 3211005 2022-02-27 0.0230
5 Vanguard Small-Cap Growth Index Fund 2184685 2021-12-30 0.0157
6 Vanguard Extended Market Index Fund 1858080 2021-12-30 0.0133
7 JP Morgan Small Cap Equity Fund 1574099 2021-12-30 0.0113
8 SPDR S&P Mid Cap 400 ETF Trust 1194316 2022-01-30 0.0086
9 Price (T.Rowe) Small Cap Stock Fund 1085917 2021-12-30 0.0078
Value
0 346902298
1 226881404
2 201857228
3 200721415
4 172784179
5 125160603
6 106449403
7 90180131
8 62414954
9 62212184 ]
symbol: MTOR
sector: error
sector: error
Index: SP600
vol_30d_2yr: 15456103.3203125
Sector 1YMF: 2.329998016357422
1YMF: 2.329998016357422
risk trend factor: 5.06522316023419
Empty DataFrame
Columns: []
Index: [MTOR]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 35.939999 | 35.942037 | 36.098889 | 36.25574 | 35.883651 | 0.243988 | 35.395675 | 36.371626 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MTOR | 1.664475 | 35.939999 | 15456103.320312 | 0.980154 | 0.319063 | 0.43585 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 16.339797487699105 12.251314855481748 test cv mean error, stdev (10 folds): 16.151104516762537 12.834042609341937 sell date: 2022-09-18 expected return: 0.10723668466125544 discounted return: 0.001107867995423728 quarter return: 1.1072366846612631
['options', ('2022-08-19',)]
symbol: TVTY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 10900973.046875
Sector 1YMF: 2.7400035858154297
1YMF: 2.7400035858154297
risk trend factor: 2.3418794362082624
Empty DataFrame
Columns: []
Index: [TVTY]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 32.130001 | 31.878985 | 32.19127 | 32.503555 | 31.861111 | 0.826432 | 30.208246 | 33.513976 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TVTY | 1.643789 | 32.130001 | 10900973.046875 | 0.966327 | 0.518794 | 0.448871 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 21.097800782250275 17.719029608718 test cv mean error, stdev (10 folds): 22.59034686478315 17.91244793140013 sell date: 2022-08-07 expected return: 0.08512772919495565 discounted return: 0.001635289686762631 quarter return: 1.1622104744179889
['options', ('2022-08-19',)]
symbol: BANF
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2480755.6640625
Sector 1YMF: 33.56000518798828
1YMF: 33.56000518798828
risk trend factor: 2.0119906818931326
Empty DataFrame
Columns: []
Index: [BANF]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 94.860001 | 81.144325 | 89.856826 | 98.569327 | 85.566191 | 4.220089 | 77.126013 | 94.006368 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| BANF | 1.135864 | 94.860001 | 2480755.664062 | 0.965783 | 0.955166 | 0.536352 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks inner cv scores: best model: [None, 'add', True] best inner cv score, sdev (11 folds): 64.40840297506074 42.52350883817623 test cv mean error, stdev (10 folds): 68.88292764891482 42.05756361230951 sell date: 2022-09-18 expected return: -0.03831151591514609 discounted return: -0.0004245261879796125 quarter return: 0.96168848408485
symbol: Y
sector: Financial Services
Index: SP400
vol_30d_2yr: 1623886.71875
Sector 1YMF: 27.8699951171875
1YMF: 27.8699951171875
risk trend factor: 1.771775570386466
beta currentRatio debtToEquity earningsGrowth ebitda \
Y 0.663839 1.597 31.5 -0.433 1620000000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
Y 0.13423 9.936376 90016496 0.44211 5101669000
heldPercentInstitutions industry marketCap \
Y 0.86723 Insurance—Property & Casualty 11220848640
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
Y 1928840960 0.11935 0 0.15 1.305451
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
Y 0.929715 0.0771 1.004 0.02938
returnOnEquity revenueGrowth revenuePerShare sector \
Y 0.11868 0.025 878.577 Financial Services
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
Y 13454900 2.32 2298860032 170.857 2822777088
totalRevenue trailingPE
Y 12069126144 12.311554
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 830.5 | 830.573879 | 833.250157 | 835.926435 | 838.613332 | 7.460501 | 823.69233 | 853.534333 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| Y | 1.56538 | 830.5 | 1623886.71875 | 0.919536 | 0.382688 | 0.459685 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -72.2699966430664 Sector Volume Factor: 1.2707168073107045 Sector Risk Trend Factor: -4.617890709055871 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 6830.83998938945 9059.456308741981 test cv mean error, stdev (10 folds): 7140.470182366679 9445.980311781888 sell date: 2022-08-07 expected return: 0.018482186671808076 discounted return: 0.0003663364200887642 quarter return: 1.0342709463466802
['options', ('2022-07-15',)]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.71
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 96
governanceScore 11.77
environmentPercentile None
animalTesting False
tobacco False
totalEsg 21.71
highestControversy 1
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 30.32
peerGroup Insurance
smallArms False
environmentScore 1.23
governancePercentile None
militaryContract False]
symbol: SAFM
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 5061001.171875
Sector 1YMF: 47.44999694824219
1YMF: 47.44999694824219
risk trend factor: 1.7515689687220128
beta currentRatio debtToEquity dividendRate dividendYield \
SAFM 0.640199 5.529 0.877 1.76 0.0084
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
SAFM 2.316 1342139008 0.23866 6.811968 669912512
grossMargins grossProfits heldPercentInstitutions industry \
SAFM 0.25714 907758000 0.8102 Packaged Foods
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
SAFM 4649520640 954787008 0.20787 0.0455 -0.48
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
SAFM 1.97168 0.826786 0.15341 3.785
returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
SAFM 0.30256 0.44602 0.358 255.051
sector sharesOutstanding shortRatio totalCash \
SAFM Consumer Defensive 22320200 4.01 829123968
totalCashPerShare totalDebt totalRevenue trailingPE
SAFM 37.147 20690000 5623608832 5.38993
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 208.309998 | 186.953267 | 199.289207 | 211.625148 | 191.30127 | 7.50937 | 176.282531 | 206.320009 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SAFM | 1.334104 | 208.309998 | 5061001.171875 | 0.98121 | 0.675913 | 0.476629 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -74.80001831054688 Sector Volume Factor: 1.4135920452708397 Sector Risk Trend Factor: -2.283970024749523 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 341.8995456857701 406.0401102878622 test cv mean error, stdev (10 folds): 366.1965904438906 418.1646867976846 sell date: 2022-09-18 expected return: 0.03477390905806314 discounted return: 0.00037162292056591717 quarter return: 1.0347739090580612
['options', ('2022-08-19', '2022-12-16')]
symbol: SJI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 26850614.0625
Sector 1YMF: 2.720003128051758
1YMF: 2.720003128051758
risk trend factor: 1.295238173088975
Empty DataFrame
Columns: []
Index: [SJI]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 34.200001 | 33.571564 | 34.29746 | 35.023356 | 34.252857 | 0.376732 | 33.499393 | 35.006321 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SJI | 0.791297 | 34.200001 | 26850614.0625 | 0.934426 | 0.172286 | 0.415691 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks inner cv scores: best model: [None, 'add', True] best inner cv score, sdev (11 folds): 11.032857251779552 9.06545661123771 test cv mean error, stdev (10 folds): 12.01130208919697 8.93699372055595 sell date: 2022-09-18 expected return: -0.013758166069532271 discounted return: -0.00015057221476544314 quarter return: 0.9862418339304628
['options', ('2022-07-15',)]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 14149384.1796875
Sector 1YMF: 22.491004943847656
1YMF: 22.491004943847656
risk trend factor: 1.1787739665678139
beta currentRatio debtToEquity earningsGrowth ebitda \
LNTH 0.750453 1.828 36.846 3.692 108329000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
LNTH 0.20002 18.234236 77142872 0.50913 187695000
heldPercentInstitutions industry marketCap \
LNTH 1.01237 Diagnostics & Research 4167462400
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
LNTH 54362000 0.11518 0 0.55 8.071249
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
LNTH 7.695022 -0.06892 1.563 0.04389
returnOnEquity revenueGrowth revenuePerShare sector \
LNTH -0.07151 1.258 7.998 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
LNTH 68634096 1.86 105355000 1.535 190072992
totalRevenue
LNTH 541579008
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 60.720001 | 58.693247 | 66.262412 | 73.831578 | 61.742857 | 5.236883 | 51.269091 | 72.216623 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| LNTH | 1.823238 | 60.720001 | 14149384.179688 | 0.79355 | 0.965336 | 0.533209 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 42.20944812442462 64.78300074110847 test cv mean error, stdev (10 folds): 42.661090255055115 67.92847044203776 sell date: 2022-09-18 expected return: 0.4109071514914948 discounted return: 0.003748670356339634 quarter return: 1.4109071514915077
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Intangible Assets 340204000.0 348510000.0 356883000.0
Capital Surplus 691516000.0 685472000.0 680819000.0
Total Liab 417316000.0 399345000.0 348472000.0
Total Stockholder Equity 515850000.0 464439000.0 499344000.0
Other Current Liab 89178000.0 NaN NaN
Total Assets 933166000.0 863784000.0 847816000.0
Common Stock 686000.0 677000.0 677000.0
Other Current Assets 12860000.0 2705000.0 12043000.0
Retained Earnings -178263000.0 -221225000.0 -181010000.0
Other Liab 64083000.0 129181000.0 88437000.0
Good Will 61189000.0 61189000.0 61189000.0
Treasury Stock 1911000.0 -485000.0 -1142000.0
Other Assets 78005000.0 92734000.0 103495000.0
Cash 105355000.0 98508000.0 91475000.0
Total Current Liabilities 177657000.0 90497000.0 76903000.0
Deferred Long Term Asset Charges 47868000.0 62764000.0 66493000.0
Short Long Term Debt 12500000.0 11607000.0 10766000.0
Other Stockholder Equity 1911000.0 -485000.0 -1142000.0
Property Plant Equipment 125634000.0 125560000.0 124728000.0
Total Current Assets 324747000.0 235791000.0 201521000.0
Long Term Investments 3387000.0 NaN NaN
Net Tangible Assets 114457000.0 54740000.0 81272000.0
Net Receivables 172283000.0 89336000.0 64054000.0
Long Term Debt 159165000.0 162729000.0 166479000.0
Inventory 34249000.0 35129000.0 33949000.0
Accounts Payable 22383000.0 20787000.0 20508000.0
2021-06-30
Intangible Assets 365259000.0
Capital Surplus 676059000.0
Total Liab 349662000.0
Total Stockholder Equity 508140000.0
Other Current Liab NaN
Total Assets 857802000.0
Common Stock 676000.0
Other Current Assets 8102000.0
Retained Earnings -167595000.0
Other Liab 106587000.0
Good Will 61189000.0
Treasury Stock -1000000.0
Other Assets 126648000.0
Cash 91500000.0
Total Current Liabilities 73826000.0
Deferred Long Term Asset Charges 64777000.0
Short Long Term Debt 11269000.0
Other Stockholder Equity -1000000.0
Property Plant Equipment 118493000.0
Total Current Assets 186213000.0
Long Term Investments NaN
Net Tangible Assets 81692000.0
Net Receivables 54892000.0
Long Term Debt 168514000.0
Inventory 31719000.0
Accounts Payable 21471000.0 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 2021-09-30 \
Change To Liabilities 1506000.0 649000.0 -1112000.0
Total Cashflows From Investing Activities -1390000.0 -4544000.0 -2420000.0
Net Borrowings -2609000.0 -2591000.0 -2620000.0
Total Cash From Financing Activities -2179000.0 -2100000.0 -1726000.0
Change To Operating Activities -1674000.0 10133000.0 3754000.0
Issuance Of Stock 5934000.0 678000.0 961000.0
Net Income 42962000.0 -40215000.0 -13415000.0
Change In Cash 6846000.0 7034000.0 -25000.0
Repurchase Of Stock -5504000.0 -187000.0 -67000.0
Effect Of Exchange Rate 151000.0 -211000.0 -219000.0
Total Cash From Operating Activities 10264000.0 13889000.0 4340000.0
Depreciation 11786000.0 12200000.0 12339000.0
Change To Inventory -1634000.0 -2924000.0 -2513000.0
Change To Account Receivables -85155000.0 -25381000.0 -9272000.0
Change To Netincome 42227000.0 59181000.0 14314000.0
Capital Expenditures -3190000.0 -4544000.0 -2420000.0
2021-06-30
Change To Liabilities 1778000.0
Total Cashflows From Investing Activities -2656000.0
Net Borrowings -2565000.0
Total Cash From Financing Activities -715000.0
Change To Operating Activities 9341000.0
Issuance Of Stock 2043000.0
Net Income -26657000.0
Change In Cash 22639000.0
Repurchase Of Stock -193000.0
Effect Of Exchange Rate 141000.0
Total Cash From Operating Activities 25869000.0
Depreciation 9626000.0
Change To Inventory -2001000.0
Change To Account Receivables 3897000.0
Change To Netincome 29700000.0
Capital Expenditures -2656000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 101064000 -26657000
3Q2021 102073000 -13415000
4Q2021 129562000 -40215000
1Q2022 208880000 42962000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development 12203000.0 11293000.0 11252000.0
Effect Of Accounting Charges None None None
Income Before Tax 57901000.0 -41007000.0 -19837000.0
Minority Interest None None None
Net Income 42962000.0 -40215000.0 -13415000.0
Selling General Administrative 57942000.0 42593000.0 36205000.0
Gross Profit 129070000.0 57908000.0 42669000.0
Ebit 58925000.0 4022000.0 -4788000.0
Operating Income 58925000.0 4022000.0 -4788000.0
Other Operating Expenses None None None
Interest Expense -1509000.0 -1528000.0 -1569000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 14939000.0 -792000.0 -6422000.0
Total Revenue 208880000.0 129562000.0 102073000.0
Total Operating Expenses 149955000.0 125540000.0 106861000.0
Cost Of Revenue 79810000.0 71654000.0 59404000.0
Total Other Income Expense Net -1024000.0 -45029000.0 -15049000.0
Discontinued Operations None None None
Net Income From Continuing Ops 42962000.0 -40215000.0 -13415000.0
Net Income Applicable To Common Shares 42962000.0 -40215000.0 -13415000.0
2021-06-30
Research Development 12061000.0
Effect Of Accounting Charges None
Income Before Tax -28536000.0
Minority Interest None
Net Income -26657000.0
Selling General Administrative 60808000.0
Gross Profit 46088000.0
Ebit -26781000.0
Operating Income -26781000.0
Other Operating Expenses None
Interest Expense -1937000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense -1879000.0
Total Revenue 101064000.0
Total Operating Expenses 127845000.0
Cost Of Revenue 54976000.0
Total Other Income Expense Net -1755000.0
Discontinued Operations None
Net Income From Continuing Ops -26657000.0
Net Income Applicable To Common Shares -26657000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 4760862 2022-01-30
1 Vanguard Total Stock Market Index Fund 1818068 2021-12-30
2 iShares Russell 2000 ETF 1546604 2022-01-30
3 Artisan International Small-Mid Fund 1430335 2021-12-30
4 Thrivent Small Cap Stock Fund 983011 2022-01-30
5 Vanguard Extended Market Index Fund 869393 2021-12-30
6 John Hancock Small Cap Core Fd 846280 2022-01-30
7 Blair (William) Mutual Funds,Inc-Small Cap Val... 724920 2022-02-27
8 Price (T.Rowe) Small-Cap Value Fund 720839 2021-12-30
9 Price (T.Rowe) Health Sciences Fund 720458 2021-12-30
% Out Value
0 0.0694 120973503
1 0.0265 52523984
2 0.0225 39299207
3 0.0208 41322378
4 0.0143 24978309
5 0.0127 25116763
6 0.0123 21503974
7 0.0106 34665674
8 0.0105 20825038
9 0.0105 20814031 ]
['options', ('2022-07-15',)]
symbol: ROG
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3248345.8984375
Sector 1YMF: 22.989990234375
1YMF: 22.989990234375
risk trend factor: 1.068804267635208
Empty DataFrame
Columns: []
Index: [ROG]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 259.380005 | 254.172765 | 260.19492 | 266.217074 | 267.576983 | 6.298768 | 254.979447 | 280.17452 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ROG | 0.980653 | 259.380005 | 3248345.898438 | 0.91539 | 0.71811 | 0.478768 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 923.7177242546556 1367.48960810325 test cv mean error, stdev (10 folds): 1005.1315131672606 1408.5880717304296 sell date: 2022-09-11 expected return: 0.029324962907460506 discounted return: 0.0003400956025878532 quarter return: 1.0317779467744637
symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 10530212.5
Sector 1YMF: 6.0800018310546875
1YMF: 6.0800018310546875
risk trend factor: 0.9310876079145333
beta currentRatio debtToEquity earningsGrowth ebitda \
TWI 2.412885 1.853 219.119 0.682 163579008
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
TWI 0.08464 8.09589 -24455124 0.13457 227051000
heldPercentInstitutions industry marketCap \
TWI 0.77816 Farm & Heavy Construction Machinery 1110906752
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
TWI 8171000 0.06043 0 0.38 4.470499
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
TWI 0.574797 0.03101 0.829 0.06237
returnOnEquity revenueGrowth revenuePerShare sector \
TWI 0.28169 0.378 30.825 Industrials
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
TWI 62656900 2.29 98144000 1.566 538417984
totalRevenue trailingPE
TWI 1932694016 18.801697
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 17.52 | 16.247353 | 18.072381 | 19.897408 | 15.954921 | 1.924943 | 12.105034 | 19.804807 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TWI | 1.389288 | 17.52 | 10530212.5 | 0.876816 | 0.791457 | 0.500704 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -141.5800018310547 Sector Volume Factor: 0.8696853533786545 Sector Risk Trend Factor: -4.514668337867341 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 3.2805800844676796 4.993652693641646 test cv mean error, stdev (10 folds): 3.572171330127623 5.147324164231099 sell date: 2022-07-24 expected return: 0.005320444476753903 discounted return: 0.00014740922241451848 quarter return: 1.0136530116318712
['options', ('2022-07-15',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 92668774.0234375
Sector 1YMF: 17.619998931884766
1YMF: 17.619998931884766
risk trend factor: 0.8876574451557954
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
PBF 2.259981 1.254 197.914 690400000 0.02194 11.930909
freeCashflow grossMargins grossProfits heldPercentInstitutions \
PBF 284750016 0.0362 671100000 0.80139
industry marketCap operatingCashflow \
PBF Oil & Gas Refining & Marketing 3964366848 803299968
operatingMargins payoutRatio pegRatio priceToBook \
PBF 0.0135 0 -0.18 2.070946
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PBF 0.125972 0.00798 0.629 0.02192
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PBF 0.14223 0.856 261.505 Energy 120828000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
PBF 2.81 1434599936 11.873 4999499776 31470299136
trailingPE
PBF 15.904024
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 32.98 | 27.175062 | 35.668889 | 44.162716 | 29.964286 | 5.34115 | 19.281986 | 40.646585 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PBF | 0.835417 | 32.98 | 92668774.023438 | 0.721917 | 0.581704 | 0.554972 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 34.29026533421989 23.683932597018416 test cv mean error, stdev (10 folds): 29.947934102695836 20.23875570492777 sell date: 2022-08-07 expected return: 0.5722785277771747 discounted return: 0.009091596944749591 quarter return: 2.2993985304856697
['options', ('2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: GO
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 21744971.2890625
Sector 1YMF: 9.090003967285156
1YMF: 9.090003967285156
risk trend factor: 0.8421349867224205
beta currentRatio debtToEquity earningsGrowth ebitda \
GO -0.204778 1.904 144.187 -0.368 158646000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
GO 0.05023 34.782608 -14480875 0.30639 948786000
heldPercentInstitutions industry marketCap operatingCashflow \
GO 1.0557 Grocery Stores 3854695936 175503008
operatingMargins payoutRatio pegRatio priceToBook \
GO 0.02681 0 3.5 3.760813
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
GO 1.220403 0.01741 0.611 0.02033
returnOnEquity revenueGrowth revenuePerShare sector \
GO 0.05577 0.105 32.914 Consumer Defensive
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
GO 96367400 6.55 137996000 1.432 1476578944
totalRevenue trailingPE
GO 3158543104 71.42857
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 40.150002 | 35.915072 | 38.024936 | 40.134801 | 35.226667 | 2.439389 | 30.347888 | 40.105445 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| GO | 1.191531 | 40.150002 | 21744971.289062 | 0.687007 | 0.173605 | 0.403873 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -74.80001831054688 Sector Volume Factor: 1.4135920452708397 Sector Risk Trend Factor: -2.283970024749523 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 15.809878099615663 6.8291644035736905 test cv mean error, stdev (10 folds): 15.809879339831612 6.829165054824745 sell date: 2022-07-24 expected return: 0.0063937902839149635 discounted return: 0.00017705558133318533 quarter return: 1.016421038833542
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 54249330.46875
Sector 1YMF: 9.64000129699707
1YMF: 9.64000129699707
risk trend factor: 0.73141120475963
beta currentRatio debtToEquity dividendRate dividendYield \
HRB 0.695099 1.103 5314.905 1.08 0.0327
earningsGrowth ebitda ebitdaMargins forwardPE grossMargins \
HRB -0.008 806428032 0.30238 8.967391 0.472
grossProfits heldPercentInstitutions industry marketCap \
HRB 1400058000 0.93136 Personal Services 5266601984
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
HRB 80728000 0.25066 0.3344 0.99 117.43773
priceToSalesTrailing12Months profitMargins quickRatio revenueGrowth \
HRB 1.97476 0.16063 0.971 0.039
revenuePerShare sector sharesOutstanding shortRatio \
HRB 15.645 Consumer Cyclical 159594000 3.1
totalCash totalCashPerShare totalDebt totalRevenue trailingPE
HRB 1041740032 6.527 2384054016 2666958080 13.502455
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 33.0 | 32.411108 | 34.624444 | 36.837781 | 29.692222 | 4.042801 | 21.60662 | 37.777824 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| HRB | 0.963511 | 33.0 | 54249330.46875 | 0.83894 | 0.727369 | 0.435637 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -359.96002197265625 Sector Volume Factor: 1.2928194874233667 Sector Risk Trend Factor: -4.72140697901556 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 6.810426445471288 7.0714351587462385 test cv mean error, stdev (10 folds): 7.190817226155514 7.30849167762353 sell date: 2022-09-18 expected return: 0.03855437643735156 discounted return: 0.00041127719823297326 quarter return: 1.0385543764373528
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: AZPN
sector: Technology
Index: SP400
vol_30d_2yr: 9413646.875
Sector 1YMF: 44.3599853515625
1YMF: 44.3599853515625
risk trend factor: 0.7193120754472356
currentRatio debtToEquity earningsGrowth ebitda ebitdaMargins \
AZPN 1.176 40.561 0.231 27337000 0.08523
forwardPE grossMargins grossProfits heldPercentInstitutions \
AZPN 34.490196 0.46746 137630000 1.03086
industry marketCap operatingCashflow operatingMargins \
AZPN Software—Application 12029022208 45755000 -0.08421
payoutRatio pegRatio priceToBook priceToSalesTrailing12Months \
AZPN 0 4.59 16.632854 37.503967
profitMargins quickRatio revenueGrowth revenuePerShare sector \
AZPN -0.07406 1.116 0.154 4.811 Technology
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
AZPN 62168700 2.78 285216992 4.282 314292000
totalRevenue
AZPN 320740000
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 189.199997 | 179.517829 | 194.02619 | 208.534551 | 172.712063 | 17.04983 | 138.612402 | 206.811723 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| AZPN | 0.677612 | 189.199997 | 9413646.875 | 0.817172 | 0.799656 | 0.381343 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -363.4599914550781 Sector Volume Factor: 1.1528457613891094 Sector Risk Trend Factor: -4.954471974241429 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 455.88267076129983 541.1075629116453 test cv mean error, stdev (10 folds): 500.50451604473744 547.8829654623287 sell date: 2022-09-18 expected return: 0.10134786512475712 discounted return: 0.0010498415855568766 quarter return: 1.1013478651247464
['options', ('2022-07-15', '2022-12-16')]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 10292389.84375
Sector 1YMF: 13.870006561279297
1YMF: 13.870006561279297
risk trend factor: 0.677246429262603
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
CEIX 2.034072 0.842 95.981 241890000 0.16404 2.585434
freeCashflow grossMargins grossProfits heldPercentInstitutions \
CEIX 252373632 0.3951 422536000 0.82577
industry marketCap operatingCashflow operatingMargins payoutRatio \
CEIX Thermal Coal 1606689280 375780000 0.01441 0
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
CEIX 2.403771 1.089613 0.00221 0.658
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
CEIX 0.00507 0.0052 0.616 42.718 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
CEIX 34814500 2.05 222906000 6.403 641545984
totalRevenue trailingPE
CEIX 1474550016 512.7778
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 46.150002 | 47.268535 | 52.341873 | 57.415211 | 46.69127 | 6.413974 | 33.863321 | 59.519218 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CEIX | 1.548727 | 46.150002 | 10292389.84375 | 0.762563 | 0.855686 | 0.521917 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks inner cv scores: best model: ['mul', 'mul', False] best inner cv score, sdev (11 folds): 36.976321206260096 64.10182322768459 test cv mean error, stdev (10 folds): 36.976336010190934 64.10181980239541 sell date: 2022-09-18 expected return: 1.5253203600537018 discounted return: 0.01012008177233592 quarter return: 2.525320360053713
['options', ('2022-08-19',)]
symbol: PSB
sector: error
sector: error
Index: SP400
vol_30d_2yr: 2723370.8984375
Sector 1YMF: 12.849990844726562
1YMF: 12.849990844726562
risk trend factor: 0.576750069513787
Empty DataFrame
Columns: []
Index: [PSB]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 185.919998 | 185.696223 | 186.664367 | 187.632511 | 178.031091 | 10.476157 | 157.078776 | 198.983405 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PSB | 2.540601 | 185.919998 | 2723370.898438 | 0.951471 | 0.840486 | 0.47672 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 338.2036909355542 505.799897507174 test cv mean error, stdev (10 folds): 371.31200217226143 518.9986598445007 sell date: 2022-08-07 expected return: 0.017148258571142442 discounted return: 0.00034011556113511254 quarter return: 1.0317798406686582
symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 22868822.0703125
Sector 1YMF: 23.670013427734375
1YMF: 23.670013427734375
risk trend factor: 0.5738185073390152
beta currentRatio dividendRate dividendYield ebitda \
MCK 0.716666 0.98 1.88 0.0058 3516999936
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
MCK 0.01368 13.643667 2778374912 0.0503 11967000000
heldPercentInstitutions industry marketCap \
MCK 0.898 Medical Distribution 45891629056
operatingCashflow operatingMargins payoutRatio pegRatio \
MCK 4917000192 0.0105 0.2521 1.05
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MCK 0.178562 0.00549 0.445 0.02686
returnOnEquity revenueGrowth revenuePerShare sector \
MCK 14.01754 0.096 1655.966 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MCK 152682000 2.69 2753999872 18.385 8098999808
totalRevenue
MCK 257005993984
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 300.570007 | 299.443248 | 318.421081 | 337.398913 | 317.445859 | 10.066372 | 297.313115 | 337.578604 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MCK | 1.048139 | 300.570007 | 22868822.070312 | 0.803327 | 0.997242 | 0.461301 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks inner cv scores: best model: [None, 'add', True] best inner cv score, sdev (11 folds): 518.2206827971352 568.7446331297658 test cv mean error, stdev (10 folds): 542.1495065634238 591.2014883903353 sell date: 2022-06-19 expected return: 0.028401984075183757 discounted return: 0.028401984075183684 quarter return: 13.151864867613655
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 2.130000e+09 2.385000e+09 2.797000e+09
Capital Surplus 7.411000e+09 7.311000e+09 7.057000e+09
Total Liab 6.449500e+10 6.368800e+10 6.293200e+10
Total Stockholder Equity -1.274000e+09 -5.710000e+08 -5.290000e+08
Minority Interest 4.870000e+08 4.840000e+08 4.910000e+08
Other Current Liab 5.975000e+09 3.504000e+09 6.850000e+08
Total Assets 6.370800e+10 6.360100e+10 6.289400e+10
Common Stock 2.000000e+06 2.000000e+06 2.000000e+06
Other Current Assets 5.940000e+09 3.470000e+09 1.230000e+08
Retained Earnings 8.734000e+09 8.812000e+09 8.618000e+09
Other Liab 1.007600e+10 9.988000e+09 1.065700e+10
Good Will 9.462000e+09 9.473000e+09 9.520000e+09
Treasury Stock -1.742100e+10 -1.669600e+10 -1.620600e+10
Other Assets 1.971000e+09 2.173000e+09 2.607000e+09
Cash 2.754000e+09 2.151000e+09 2.423000e+09
Total Current Liabilities 4.745200e+10 4.607500e+10 4.383500e+10
Short Long Term Debt 4.660000e+08 7.500000e+07 8.070000e+08
Other Stockholder Equity -1.655000e+09 -1.665000e+09 -1.627000e+09
Property Plant Equipment 3.645000e+09 3.990000e+09 4.620000e+09
Total Current Assets 4.649800e+10 4.558000e+10 4.335000e+10
Long Term Investments 2.000000e+06 NaN NaN
Net Tangible Assets -1.286600e+10 -1.242900e+10 -1.284600e+10
Net Receivables 1.835500e+10 2.014000e+10 2.019800e+10
Long Term Debt 5.323000e+09 5.769000e+09 6.282000e+09
Inventory 1.902400e+10 1.934200e+10 2.001600e+10
Accounts Payable 3.718300e+10 3.892200e+10 3.838900e+10
2021-03-31
Intangible Assets 3.391000e+09
Capital Surplus 6.925000e+09
Total Liab 6.356900e+10
Total Stockholder Equity -2.100000e+07
Minority Interest 1.467000e+09
Other Current Liab 1.670000e+08
Total Assets 6.501500e+10
Common Stock 2.000000e+06
Other Current Assets 1.340000e+08
Retained Earnings 8.202000e+09
Other Liab 1.110100e+10
Good Will 9.493000e+09
Treasury Stock -1.515000e+10
Other Assets 1.799000e+09
Cash 6.278000e+09
Total Current Liabilities 4.410300e+10
Short Long Term Debt 7.740000e+08
Other Stockholder Equity -1.480000e+09
Property Plant Equipment 4.681000e+09
Total Current Assets 4.538200e+10
Long Term Investments 2.690000e+08
Net Tangible Assets -1.290500e+10
Net Receivables 1.918100e+10
Long Term Debt 6.292000e+09
Inventory 1.924600e+10
Accounts Payable 3.897500e+10 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 1.810000e+08 2.040000e+09
Total Cashflows From Investing Activities -1.150000e+08 -5.800000e+07
Net Borrowings 3.620000e+08 -1.136000e+09
Total Cash From Financing Activities -4.380000e+08 -1.743000e+09
Change To Operating Activities 3.300000e+07 1.300000e+08
Issuance Of Stock 6.300000e+07 4.000000e+07
Net Income -7.000000e+06 2.670000e+08
Change In Cash 6.260000e+08 -2.000000e+06
Repurchase Of Stock -7.140000e+08 -2.640000e+08
Effect Of Exchange Rate 1.700000e+07 7.000000e+06
Total Cash From Operating Activities 1.377000e+09 1.792000e+09
Depreciation 1.850000e+08 1.950000e+08
Other Cashflows From Investing Activities -3.000000e+07 -3.100000e+07
Dividends Paid -7.200000e+07 -6.500000e+07
Change To Inventory -4.950000e+08 -2.630000e+08
Change To Account Receivables 3.860000e+08 -1.266000e+09
Other Cashflows From Financing Activities -7.700000e+07 -3.180000e+08
Change To Netincome 9.580000e+08 5.950000e+08
Capital Expenditures -6.700000e+07 -9.300000e+07
2021-06-30 2021-03-31
Change To Liabilities -6.090000e+08 2.507000e+09
Total Cashflows From Investing Activities -9.900000e+07 -2.050000e+08
Net Borrowings -2.000000e+06 -1.620000e+08
Total Cash From Financing Activities -2.151000e+09 -5.170000e+08
Change To Operating Activities -1.650000e+08 3.700000e+07
Issuance Of Stock 7.100000e+07 3.700000e+07
Net Income 4.860000e+08 6.660000e+08
Change In Cash -3.861000e+09 2.664000e+09
Repurchase Of Stock -1.008000e+09 -2.440000e+08
Effect Of Exchange Rate 1.100000e+07 1.600000e+07
Total Cash From Operating Activities -1.622000e+09 3.370000e+09
Depreciation 2.180000e+08 2.210000e+08
Other Cashflows From Investing Activities -2.200000e+07 -6.400000e+07
Dividends Paid -6.900000e+07 -6.700000e+07
Change To Inventory -9.010000e+08 -2.300000e+08
Change To Account Receivables -1.045000e+09 -3.550000e+08
Other Cashflows From Financing Activities -1.143000e+09 -8.100000e+07
Change To Netincome 4.480000e+08 8.740000e+08
Capital Expenditures -9.300000e+07 -1.580000e+08 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 59142000000 666000000
2Q2021 62674000000 486000000
3Q2021 66576000000 267000000
4Q2021 68614000000 -7000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 277000000.0 442000000.0
Minority Interest 487000000.0 484000000.0
Net Income -7000000.0 267000000.0
Selling General Administrative 3105000000.0 2669000000.0
Gross Profit 3428000000.0 3352000000.0
Ebit 323000000.0 683000000.0
Operating Income 323000000.0 683000000.0
Other Operating Expenses None None
Interest Expense -41000000.0 -45000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 238000000.0 132000000.0
Total Revenue 68614000000.0 66576000000.0
Total Operating Expenses 68291000000.0 65893000000.0
Cost Of Revenue 65186000000.0 63224000000.0
Total Other Income Expense Net -46000000.0 -241000000.0
Discontinued Operations NaN NaN
Net Income From Continuing Ops 39000000.0 310000000.0
Net Income Applicable To Common Shares -7000000.0 267000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 562000000.0 1029000000.0
Minority Interest 491000000.0 1467000000.0
Net Income 486000000.0 666000000.0
Selling General Administrative 2232000000.0 2224000000.0
Gross Profit 3032000000.0 3116000000.0
Ebit 800000000.0 892000000.0
Operating Income 800000000.0 892000000.0
Other Operating Expenses None None
Interest Expense -49000000.0 -52000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 26000000.0 316000000.0
Total Revenue 62674000000.0 59142000000.0
Total Operating Expenses 61874000000.0 58250000000.0
Cost Of Revenue 59642000000.0 56026000000.0
Total Other Income Expense Net -238000000.0 137000000.0
Discontinued Operations -3000000.0 -3000000.0
Net Income From Continuing Ops 536000000.0 713000000.0
Net Income Applicable To Common Shares 486000000.0 666000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Total Stock Market Index Fund 4329453 2021-12-30 0.0298
1 Vanguard 500 Index Fund 3233507 2021-12-30 0.0222
2 MFS Series Trust I-MFS Value Fund 2893200 2022-02-27 0.0199
3 JP Morgan Large Cap Growth Fund 2293009 2021-12-30 0.0158
4 Vanguard Mid-Cap Index Fund 1726299 2021-12-30 0.0119
5 SPDR S&P 500 ETF Trust 1640864 2022-01-30 0.0113
6 Fidelity 500 Index Fund 1563585 2022-02-27 0.0108
7 iShares Core S&P 500 ETF 1269846 2022-01-30 0.0087
8 Putnam Large Cap Value Fund 1220237 2022-01-30 0.0084
9 Vanguard Index-Value Index Fund 1166709 2021-12-30 0.0080
Value
0 1076172132
1 803752834
2 795514272
3 569973247
4 429106142
5 421242606
6 429923331
7 325994865
8 313259242
9 290008856 ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.37
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 58
governanceScore 5.52
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 15.17
highestControversy 3
esgPerformance LAG_PERF
coal False
pesticides False
adult False
percentile 10.18
peerGroup Healthcare
smallArms False
environmentScore 2.29
governancePercentile 0
militaryContract False]
symbol: GCP
sector: error
sector: error
Index: SP600
vol_30d_2yr: 8243886.328125
Sector 1YMF: 0.45000267028808594
1YMF: 0.45000267028808594
risk trend factor: 0.5027960224875223
Empty DataFrame
Columns: []
Index: [GCP]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 30.93 | 30.835356 | 31.038381 | 31.241406 | 31.187778 | 0.232375 | 30.723027 | 31.652528 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| GCP | 1.87078 | 30.93 | 8243886.328125 | 0.913628 | 0.155232 | 0.442804 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 6.725378358452527 8.767570416634882 test cv mean error, stdev (10 folds): 7.2299543287742125 9.041944167259995 sell date: 2022-09-11 expected return: 0.031037791811212006 discounted return: 0.00035966301446155313 quarter return: 1.0336363774338702
['options', ('2022-08-19', '2022-12-16')]
symbol: WRB
sector: Financial Services
Index: SP500
vol_30d_2yr: 24741280.6640625
Sector 1YMF: 2.7066688537597656
1YMF: 2.7066688537597656
risk trend factor: 0.37488481940951457
beta currentRatio debtToEquity dividendRate dividendYield \
WRB 0.741517 0.453 44.413 0.35 0.0049
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
WRB 1.585 1969144064 0.19279 15.017057 2491864832
grossMargins grossProfits heldPercentInstitutions \
WRB 0.44661 4029355000 0.69611
industry marketCap operatingCashflow \
WRB Insurance—Property & Casualty 18677542912 2350679040
operatingMargins payoutRatio pegRatio priceToBook \
WRB 0.18096 0.07 1.94 2.720776
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
WRB 1.828621 0.13546 0.278 0.03724
returnOnEquity revenueGrowth revenuePerShare sector \
WRB 0.20909 0.352 36.85 Financial Services
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
WRB 265192992 1.22 3303750912 12.458 3059073024
totalRevenue trailingPE
WRB 10214005760 14.222536
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 66.82 | 65.019435 | 68.896032 | 72.772628 | 67.946191 | 1.725853 | 64.494485 | 71.397896 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| WRB | 1.220256 | 66.82 | 24741280.664062 | 0.845794 | 0.942554 | 0.452599 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -72.2699966430664 Sector Volume Factor: 1.2707168073107045 Sector Risk Trend Factor: -4.617890709055871 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 36.391371239272026 68.87309205240048 test cv mean error, stdev (10 folds): 39.75805827574408 71.36647056724222 sell date: 2022-09-11 expected return: 0.06296320305249105 discounted return: 0.000718616700517094 quarter return: 1.0683217860575231
['options', ('2022-07-15',)]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.83
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 96
governanceScore 12.16
environmentPercentile None
animalTesting False
tobacco False
totalEsg 21.95
highestControversy 1
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 31.22
peerGroup Insurance
smallArms False
environmentScore 1.95
governancePercentile None
militaryContract False]
symbol: FCN
sector: error
sector: error
Index: SP400
vol_30d_2yr: 6853053.3203125
Sector 1YMF: 6.7500152587890625
1YMF: 6.7500152587890625
risk trend factor: 0.3590433065465876
Empty DataFrame
Columns: []
Index: [FCN]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 164.020004 | 159.077845 | 165.278412 | 171.47898 | 162.282857 | 5.027495 | 152.227867 | 172.337847 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| FCN | 0.694756 | 164.020004 | 6853053.320312 | 0.888589 | 0.922824 | 0.404937 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 221.9363996832125 99.19003381369951 test cv mean error, stdev (10 folds): 216.7443928056744 102.59619594941105 sell date: 2022-09-04 expected return: 0.12937876716759217 discounted return: 0.0015610597253727931 quarter return: 1.154313175112898
symbol: XOM
sector: Energy
Index: SP500
vol_30d_2yr: 552640281.25
Sector 1YMF: 9.1300048828125
1YMF: 9.1300048828125
risk trend factor: 0.34741268291096833
beta currentRatio debtToEquity dividendRate dividendYield \
XOM 1.040834 1.072 26.929 3.52 0.0409
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
XOM 1.003 53895000064 0.17427 9.558269 31484874752
grossMargins grossProfits heldPercentInstitutions industry \
XOM 0.31806 90045000000 0.56863 Oil & Gas Integrated
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
XOM 362840784896 53653000192 0.10859 0.5804 0.32
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
XOM 2.143942 1.173221 0.08339 0.739
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
XOM 0.06097 0.1559 0.525 72.369 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
XOM 4213199872 1.61 11073999872 2.629 47537000448
totalRevenue trailingPE
XOM 309269004288 14.281923
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 86.120003 | 88.433461 | 96.553809 | 104.674158 | 88.917204 | 6.448671 | 76.019861 | 101.814547 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| XOM | 1.153813 | 86.120003 | 552640281.25 | 0.738786 | 0.784328 | 0.530974 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 91.49524310374426 82.24235870170313 test cv mean error, stdev (10 folds): 100.12742157673412 81.36662110947869 sell date: 2022-09-11 expected return: 0.1965755646592561 discounted return: 0.0021135690462554813 quarter return: 1.2143915279789432
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 9.82
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 8.14
environmentPercentile None
animalTesting True
tobacco False
totalEsg 36.46
highestControversy 3
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 81.8
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.51
governancePercentile None
militaryContract False]
symbol: MANT
sector: Technology
Index: SP600
vol_30d_2yr: 4428022.265625
Sector 1YMF: 5.6399993896484375
1YMF: 5.6399993896484375
risk trend factor: 0.32063661839633545
beta currentRatio debtToEquity dividendRate dividendYield \
MANT 0.737745 1.584 23.665 1.64 0.02
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MANT -0.07 264191008 0.10344 25.047745 89507376
grossMargins grossProfits heldPercentInstitutions industry \
MANT 0.14856 379411000 0.71066 Software—Application
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MANT 3867116288 212171008 0.07374 0.4669 4.97
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MANT 2.299301 1.514167 0.05365 1.462
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
MANT 0.0485 0.08419 -0.007 62.85 Technology
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MANT 39355500 2.93 53374000 1.308 396480000
totalRevenue trailingPE
MANT 2553956096 28.230194
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 94.790001 | 94.21236 | 94.956032 | 95.699705 | 88.233333 | 5.546632 | 77.140069 | 99.326598 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MANT | 2.782348 | 94.790001 | 4428022.265625 | 0.833671 | 0.571232 | 0.363702 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -363.4599914550781 Sector Volume Factor: 1.1528457613891094 Sector Risk Trend Factor: -4.954471974241429 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 60.385622027777416 35.316278309518836 test cv mean error, stdev (10 folds): 57.005994391999096 35.30329377276276 sell date: 2022-09-18 expected return: 0.03629820039840771 discounted return: 0.0003876288112716342 quarter return: 1.0362982003984118
['options', ('2022-08-19',)]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 85332599.609375
Sector 1YMF: 6.969999313354492
1YMF: 6.969999313354492
risk trend factor: 0.3050327621527311
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
SM 5.488235 0.717 93.916 0.02 0.0006 1315937024
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
SM 0.45427 8.413136 570353344 0.8671 2136878000
heldPercentInstitutions industry marketCap operatingCashflow \
SM 0.88028 Oil & Gas E&P 4823732224 1396240000
operatingMargins payoutRatio pegRatio priceToBook \
SM 0.18012 0.007 0.12 2.946938
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
SM 1.66518 0.11608 0.7 0.06264
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
SM 0.17312 0.931 23.974 Energy 121474000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
SM 2.26 419887008 3.446 1986428032 2896824064
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 39.709999 | 36.543497 | 46.618254 | 56.693011 | 41.080159 | 5.405133 | 30.269893 | 51.890424 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SM | 0.640686 | 39.709999 | 85332599.609375 | 0.715458 | 0.803847 | 0.471215 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 42.37610152236556 58.106738953917485 test cv mean error, stdev (10 folds): 46.450576534700396 59.425731885749904 sell date: 2022-09-18 expected return: 2.8759349619212884 discounted return: 0.014834905637306273 quarter return: 3.875934961921255
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Capital Surplus 1.844478e+09 1.840228e+09 1.838620e+09
Total Liab 3.280672e+09 3.170846e+09 3.425061e+09
Total Stockholder Equity 2.115109e+09 2.063131e+09 1.636899e+09
Deferred Long Term Liab 2.300000e+06 2.700000e+06 3.100000e+06
Other Current Liab 5.381270e+08 4.047460e+08 5.520440e+08
Total Assets 5.395781e+09 5.233977e+09 5.061960e+09
Common Stock 1.219000e+06 1.219000e+06 1.215000e+06
Other Current Assets 9.649000e+06 2.409500e+07 2.451400e+07
Retained Earnings 2.820790e+08 2.345330e+08 -1.903670e+08
Other Liab 2.415590e+08 1.809150e+08 2.438640e+08
Treasury Stock -1.266700e+07 -1.284900e+07 -1.256900e+07
Other Assets 5.397300e+07 2.576600e+07 6.020700e+07
Cash 4.198870e+08 3.327160e+08 2.980000e+07
Total Current Liabilities 1.058721e+09 8.893270e+08 1.103567e+09
Other Stockholder Equity -1.266700e+07 -1.284900e+07 -1.256900e+07
Property Plant Equipment 4.582973e+09 4.595024e+09 4.665483e+09
Total Current Assets 7.588350e+08 6.131870e+08 3.362700e+08
Net Tangible Assets 2.115109e+09 2.063131e+09 1.636899e+09
Net Receivables 3.210760e+08 2.472010e+08 2.722480e+08
Long Term Debt 1.980392e+09 2.081164e+09 2.077630e+09
Accounts Payable 5.145580e+08 2.507200e+07 5.424740e+08
2021-06-30
Capital Surplus 1.838859e+09
Total Liab 3.500489e+09
Total Stockholder Equity 1.552509e+09
Deferred Long Term Liab 3.500000e+06
Other Current Liab 5.450620e+08
Total Assets 5.052998e+09
Common Stock 1.210000e+06
Other Current Assets 3.130300e+07
Retained Earnings -2.747450e+08
Other Liab 2.566960e+08
Treasury Stock -1.281500e+07
Other Assets 6.877900e+07
Cash NaN
Total Current Liabilities 1.051668e+09
Other Stockholder Equity -1.281500e+07
Property Plant Equipment 4.714809e+09
Total Current Assets 2.694100e+08
Net Tangible Assets 1.552509e+09
Net Receivables 2.295120e+08
Long Term Debt 2.192125e+09
Accounts Payable 4.962850e+08 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Change To Liabilities 0.0 218238000.0
Total Cashflows From Investing Activities -150127000.0 -122484000.0
Net Borrowings -104770000.0 -104770000.0
Total Cash From Financing Activities -104794000.0 -4230000.0
Change To Operating Activities -137962000.0 -51950000.0
Net Income 48764000.0 424900000.0
Change In Cash 87171000.0 302916000.0
Total Cash From Operating Activities 342092000.0 429630000.0
Depreciation 160481000.0 208761000.0
Other Cashflows From Financing Activities -24000.0 -4339000.0
Change To Netincome 266799000.0 -273197000.0
Capital Expenditures -150127000.0 -124576000.0
Issuance Of Stock NaN 1324000.0
Dividends Paid NaN -1215000.0
Change To Account Receivables NaN -101047000.0
Other Cashflows From Investing Activities NaN NaN
2021-09-30 2021-06-30
Change To Liabilities 0.0 0.0
Total Cashflows From Investing Activities -174795000.0 -222322000.0
Net Borrowings -118792000.0 -74213000.0
Total Cash From Financing Activities -123524000.0 -74077000.0
Change To Operating Activities 21078000.0 82529000.0
Net Income 85593000.0 -222995000.0
Change In Cash 29800000.0 29800000.0
Total Cash From Operating Activities 328119000.0 296399000.0
Depreciation 211451000.0 213464000.0
Other Cashflows From Financing Activities -4732000.0 -1000.0
Change To Netincome 6092000.0 218679000.0
Capital Expenditures -183409000.0 -222614000.0
Issuance Of Stock 1324000.0 1315000.0
Dividends Paid -1215000.0 -1178000.0
Change To Account Receivables -101047000.0 -101047000.0
Other Cashflows From Investing Activities -221000.0 292000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 538649000 -222995000
3Q2021 724539000 85593000
4Q2021 814260000 424900000
1Q2022 819376000 48764000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 61625000.0 434933000.0 85554000.0
Minority Interest None None None
Net Income 48764000.0 424900000.0 85593000.0
Selling General Administrative 24996000.0 37062000.0 25530000.0
Gross Profit 723085000.0 714875000.0 629894000.0
Ebit 101736000.0 474411000.0 126257000.0
Operating Income 101736000.0 474411000.0 126257000.0
Other Operating Expenses 426826000.0 -17909000.0 257947000.0
Interest Expense -39387000.0 -40085000.0 -40861000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 12861000.0 10033000.0 -39000.0
Total Revenue 819376000.0 814260000.0 724539000.0
Total Operating Expenses 717640000.0 339849000.0 598282000.0
Cost Of Revenue 96291000.0 99385000.0 94645000.0
Total Other Income Expense Net -40111000.0 -39478000.0 -40703000.0
Discontinued Operations None None None
Net Income From Continuing Ops 48764000.0 424900000.0 85593000.0
Net Income Applicable To Common Shares 48764000.0 424900000.0 85593000.0
2021-06-30
Research Development None
Effect Of Accounting Charges None
Income Before Tax -223157000.0
Minority Interest None
Net Income -222995000.0
Selling General Administrative 24639000.0
Gross Profit 443993000.0
Ebit -180624000.0
Operating Income -180624000.0
Other Operating Expenses 377800000.0
Interest Expense -39536000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense -162000.0
Total Revenue 538649000.0
Total Operating Expenses 719273000.0
Cost Of Revenue 94656000.0
Total Other Income Expense Net -42533000.0
Discontinued Operations None
Net Income From Continuing Ops -222995000.0
Net Income Applicable To Common Shares -222995000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 8545223 2022-01-30
1 Vanguard Total Stock Market Index Fund 3454105 2021-12-30
2 Vanguard Small-Cap Index Fund 3058030 2021-12-30
3 iShares Russell 2000 ETF 2729906 2022-01-30
4 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 2729590 2022-01-30
5 Vanguard Small Cap Value Index Fund 1938357 2021-12-30
6 Vanguard Extended Market Index Fund 1597503 2021-12-30
7 iShares S&P Small-Cap 600 Growth ETF 1404764 2022-01-30
8 First Trust NASDAQ Oil & Gas ETF 1361871 2022-02-27
9 iShares Russell 2000 Value ETF 1284094 2022-01-30
% Out Value
0 0.0701 280368766
1 0.0283 101827015
2 0.0251 90150724
3 0.0224 89568215
4 0.0224 89557847
5 0.0159 57142764
6 0.0131 47094388
7 0.0115 46090306
8 0.0112 48360039
9 0.0105 42131124 ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: DINO
sector: Energy
Index: SP400
vol_30d_2yr: 51433534.1796875
Sector 1YMF: 6.369998931884766
1YMF: 6.369998931884766
risk trend factor: 0.2699152264297761
beta currentRatio debtToEquity dividendRate dividendYield \
DINO 1.54401 1.728 43.018 1.6 0.0278
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
DINO 0 1260462976 0.05641 10.206038 -1079519232
grossMargins grossProfits heldPercentInstitutions \
DINO 0.0784 1615735000 0.62669
industry marketCap operatingCashflow \
DINO Oil & Gas Refining & Marketing 12826910720 805392000
operatingMargins payoutRatio pegRatio priceToBook \
DINO 0.03909 0.1032 0.35 1.580395
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
DINO 0.574075 0.02551 0.791 0.03679
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
DINO 0.09048 1.128 134.828 Energy 223232000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
DINO 3.27 592278016 2.653 3818710016 22343598080
trailingPE
DINO 16.929876
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 45.0 | 43.432974 | 51.035714 | 58.638454 | 43.785397 | 6.19363 | 31.398138 | 56.172656 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DINO | 1.094012 | 45.0 | 51433534.179688 | 0.676181 | 0.488602 | 0.560442 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks inner cv scores: best model: [None, 'add', True] best inner cv score, sdev (11 folds): 68.74363453666071 61.18344803930672 test cv mean error, stdev (10 folds): 74.39993477363797 61.36632124815793 sell date: 2022-09-18 expected return: 0.2808344011369161 discounted return: 0.0026939672414314497 quarter return: 1.2808344011369226
symbol: PLAB
sector: Technology
Index: SP600
vol_30d_2yr: 10786618.9453125
Sector 1YMF: 2.2899999618530273
1YMF: 2.2899999618530273
risk trend factor: 0.26412914530661946
beta currentRatio debtToEquity earningsGrowth ebitda \
PLAB 0.980357 3.417 7.842 1.889 233440992
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
PLAB 0.31281 10.108109 90646496 0.30828 167044000
heldPercentInstitutions industry marketCap \
PLAB 0.90554 Semiconductor Equipment & Materials 1385207808
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
PLAB 195842000 0.19934 0 1.19 1.62538
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PLAB 1.856183 0.12032 2.814 0.07156
returnOnEquity revenueGrowth revenuePerShare sector \
PLAB 0.12739 0.28 12.342 Technology
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
PLAB 61729400 3.37 329281984 5.433 82548000
totalRevenue trailingPE
PLAB 746267008 15.338346
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 19.15 | 14.678059 | 19.802381 | 24.926703 | 17.249841 | 2.549321 | 12.151199 | 22.348483 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PLAB | 2.163783 | 19.15 | 10786618.945312 | 0.729861 | 0.736899 | 0.332818 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -363.4599914550781 Sector Volume Factor: 1.1528457613891094 Sector Risk Trend Factor: -4.954471974241429 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks inner cv scores: best model: ['mul', 'mul', False] best inner cv score, sdev (11 folds): 3.334656929030538 2.7550711262742067 test cv mean error, stdev (10 folds): 3.3074930878853954 2.8881385112542737 sell date: 2022-06-26 expected return: 0.06992632909908494 discounted return: 0.008484515546484772 quarter return: 2.1755524670673285
['options', ('2022-12-16',)]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 141817662.109375
Sector 1YMF: 6.860008239746094
1YMF: 6.860008239746094
risk trend factor: 0.20927420668724137
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
MPC 1.75499 1.449 89.568 2.32 0.0266 8572000256
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
MPC 0.06306 11.191026 18097874944 0.08778 10443000000
heldPercentInstitutions industry marketCap \
MPC 0.79745 Oil & Gas Refining & Marketing 47223455744
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
MPC 6418999808 0.0386 0.5472 0.35 1.98454
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MPC 0.347428 0.07964 1.045 0.03693
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MPC 0.12817 0.679 222.006 Energy 540995008
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
MPC 2.78 10597000192 19.588 28034000896 135922999296
trailingPE
MPC 4.97776
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 87.290001 | 89.493723 | 102.090159 | 114.686595 | 92.392331 | 8.807067 | 74.778196 | 110.006465 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MPC | 1.221452 | 87.290001 | 141817662.109375 | 0.691764 | 0.549549 | 0.514371 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 140.0238200142677 139.69179090033344 test cv mean error, stdev (10 folds): 136.35409856051533 146.00360337831208 sell date: 2022-09-11 expected return: 0.36403694571141243 discounted return: 0.003659014914468406 quarter return: 1.399360021186027
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 39
governanceScore 5.87
environmentPercentile None
animalTesting False
tobacco False
totalEsg 28.78
highestControversy 3
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 57.14
peerGroup Refiners & Pipelines
smallArms False
environmentScore 15.91
governancePercentile None
militaryContract False]
symbol: LLY
sector: Healthcare
Index: SP500
vol_30d_2yr: 70977344.3359375
Sector 1YMF: 8.8499755859375
1YMF: 8.8499755859375
risk trend factor: 0.18730107060185186
beta currentRatio debtToEquity dividendRate dividendYield \
LLY 0.430392 1.267 174.931 3.92 0.0134
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
LLY 0.409 10721399808 0.36563 38.83845 4736287744
grossMargins grossProfits heldPercentInstitutions \
LLY 0.7556 21345300000 0.84303
industry marketCap operatingCashflow \
LLY Drug Manufacturers—General 278272606208 8062499840
operatingMargins payoutRatio pegRatio priceToBook \
LLY 0.30994 0.5245 5.44 34.015434
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
LLY 9.489974 0.20903 0.772 0.12117
returnOnEquity revenueGrowth revenuePerShare sector \
LLY 0.74019 0.148 32.376 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
LLY 956592000 1.74 2571599872 2.857 16551999488
totalRevenue trailingPE
LLY 29322799104 44.412212
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 290.899994 | 284.096885 | 302.232381 | 320.367877 | 296.315556 | 9.524706 | 277.266144 | 315.364968 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| LLY | 0.967658 | 290.899994 | 70977344.335938 | 0.829733 | 0.979741 | 0.407173 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 459.6304362722876 543.8838721179123 test cv mean error, stdev (10 folds): 480.5258484532119 566.2048214421843 sell date: 2022-08-28 expected return: 0.11058611715620836 discounted return: 0.0014783862361804623 quarter return: 1.1455800400356924
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Intangible Assets 7.482400e+09 7.691900e+09 7.887700e+09
Capital Surplus 6.656300e+09 6.833400e+09 6.758000e+09
Total Liab 3.745730e+10 3.965120e+10 4.023290e+10
Total Stockholder Equity 9.330800e+09 8.979200e+09 7.757000e+09
Minority Interest 1.312000e+08 1.756000e+08 1.971000e+08
Other Current Liab 3.135000e+09 3.814100e+09 2.513000e+09
Total Assets 4.691930e+10 4.880600e+10 4.818700e+10
Common Stock 5.941000e+08 5.963000e+08 5.982000e+08
Other Current Assets 3.880000e+07 9.900000e+06 5.500000e+06
Retained Earnings 9.369400e+09 8.958500e+09 9.639400e+09
Other Liab 8.875200e+09 8.674200e+09 1.099380e+10
Good Will 3.892000e+09 3.892000e+09 3.884100e+09
Treasury Stock -7.289000e+09 -7.409000e+09 -9.238600e+09
Other Assets 6.506600e+09 6.380000e+09 6.122000e+09
Cash 2.459200e+09 3.818500e+09 3.788200e+09
Total Current Liabilities 1.338600e+10 1.505270e+10 1.368200e+10
Deferred Long Term Asset Charges 2.464900e+09 2.489300e+09 2.625600e+09
Short Long Term Debt 1.355900e+09 1.539500e+09 1.580000e+09
Other Stockholder Equity -7.238500e+09 -7.356300e+09 -9.185900e+09
Property Plant Equipment 9.102700e+09 8.985100e+09 8.920400e+09
Total Current Assets 1.696470e+10 1.845240e+10 1.780830e+10
Long Term Investments 2.970900e+09 3.404600e+09 3.564500e+09
Net Tangible Assets -2.043600e+09 -2.604700e+09 -4.014800e+09
Short Term Investments 1.091000e+08 9.010000e+07 3.710000e+07
Net Receivables 7.763600e+09 8.112500e+09 6.992300e+09
Long Term Debt 1.519610e+10 1.538700e+10 1.555710e+10
Inventory 3.893000e+09 3.886000e+09 3.907400e+09
Accounts Payable 1.433300e+09 1.670600e+09 1.566800e+09
2021-06-30
Intangible Assets 7.985400e+09
Capital Surplus 6.669200e+09
Total Liab 4.114550e+10
Total Stockholder Equity 6.444400e+09
Minority Interest 2.191000e+08
Other Current Liab 3.878400e+09
Total Assets 4.780900e+10
Common Stock 5.981000e+08
Other Current Assets 5.400000e+06
Retained Earnings 8.530100e+09
Other Liab 1.127500e+10
Good Will 3.884200e+09
Treasury Stock -9.353000e+09
Other Assets 6.104000e+09
Cash 3.220000e+09
Total Current Liabilities 1.509320e+10
Deferred Long Term Asset Charges 2.674900e+09
Short Long Term Debt 1.625700e+09
Other Stockholder Equity -9.300300e+09
Property Plant Equipment 8.855500e+09
Total Current Assets 1.729550e+10
Long Term Investments 3.684400e+09
Net Tangible Assets -5.425200e+09
Short Term Investments 5.120000e+07
Net Receivables 6.869700e+09
Long Term Debt 1.477730e+10
Inventory 3.824900e+09
Accounts Payable 1.597800e+09 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Investments -2.320000e+07 -1.180000e+07
Change To Liabilities 0.000000e+00 -6.641000e+08
Total Cashflows From Investing Activities -1.013800e+09 -3.790000e+08
Net Borrowings -2.104000e+08 -2.600000e+06
Total Cash From Financing Activities -2.878300e+09 -1.526500e+09
Change To Operating Activities -4.550000e+07 2.063500e+09
Net Income 1.902900e+09 1.726100e+09
Change In Cash -1.359300e+09 3.030000e+07
Repurchase Of Stock -1.500000e+09 -7.500000e+08
Effect Of Exchange Rate 3.360000e+07 -2.207000e+08
Total Cash From Operating Activities 2.499200e+09 2.156500e+09
Depreciation 4.357000e+08 4.457000e+08
Other Cashflows From Investing Activities -1.334000e+08 2.700000e+07
Dividends Paid -8.855000e+08 -7.733000e+08
Other Cashflows From Financing Activities -2.824000e+08 -6.000000e+05
Change To Netincome 2.061000e+08 4.592000e+08
Capital Expenditures -3.654000e+08 -2.914000e+08
Change To Inventory NaN -2.359000e+08
Change To Account Receivables NaN -1.278300e+09
2021-09-30 2021-06-30
Investments -1.077000e+08 -2.440000e+07
Change To Liabilities 0.000000e+00 0.000000e+00
Total Cashflows From Investing Activities -6.165000e+08 -4.833000e+08
Net Borrowings 3.077000e+08 2.000000e+08
Total Cash From Financing Activities -4.632000e+08 -1.083200e+09
Change To Operating Activities -6.665000e+08 2.212000e+08
Net Income 1.110100e+09 1.390200e+09
Change In Cash 5.682000e+08 2.176000e+08
Repurchase Of Stock -7.500000e+08 -5.000000e+08
Effect Of Exchange Rate 1.660000e+07 8.600000e+06
Total Cash From Operating Activities 1.631300e+09 1.775500e+09
Depreciation 3.823000e+08 3.693000e+08
Other Cashflows From Investing Activities -5.320000e+07 7.240000e+07
Dividends Paid -7.704000e+08 -7.683000e+08
Other Cashflows From Financing Activities -5.000000e+05 -1.490000e+07
Change To Netincome 8.054000e+08 -2.052000e+08
Capital Expenditures -3.368000e+08 -3.813000e+08
Change To Inventory -2.359000e+08 -2.359000e+08
Change To Account Receivables -1.278300e+09 -1.278300e+09 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 6740100000 1390200000
3Q2021 6772800000 1110100000
4Q2021 7999900000 1726100000
1Q2022 7810000000 1902900000]
['quarterly_financials', 2022-03-31 2021-12-31 \
Research Development 1610100000.0 1959400000.0
Effect Of Accounting Charges None None
Income Before Tax 2053600000.0 1839900000.0
Minority Interest 131200000.0 175600000.0
Net Income 1902900000.0 1726100000.0
Selling General Administrative 1464600000.0 1519400000.0
Gross Profit 5737900000.0 5854300000.0
Ebit 2663200000.0 2375500000.0
Operating Income 2663200000.0 2375500000.0
Other Operating Expenses None None
Interest Expense -84900000.0 -81400000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 150700000.0 113800000.0
Total Revenue 7810000000.0 7999900000.0
Total Operating Expenses 5146800000.0 5624400000.0
Cost Of Revenue 2072100000.0 2145600000.0
Total Other Income Expense Net -609600000.0 -535600000.0
Discontinued Operations None None
Net Income From Continuing Ops 1902900000.0 1726100000.0
Net Income Applicable To Common Shares 1902900000.0 1726100000.0
2021-09-30 2021-06-30
Research Development 1708900000.0 1672800000.0
Effect Of Accounting Charges None None
Income Before Tax 1245300000.0 1593900000.0
Minority Interest 197100000.0 219100000.0
Net Income 1110100000.0 1390200000.0
Selling General Administrative 1505300000.0 1614600000.0
Gross Profit 5342000000.0 5209900000.0
Ebit 2127800000.0 1922500000.0
Operating Income 2127800000.0 1922500000.0
Other Operating Expenses None None
Interest Expense -83600000.0 -86900000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 135200000.0 203700000.0
Total Revenue 6772800000.0 6740100000.0
Total Operating Expenses 4645000000.0 4817600000.0
Cost Of Revenue 1430800000.0 1530200000.0
Total Other Income Expense Net -882500000.0 -328600000.0
Discontinued Operations None None
Net Income From Continuing Ops 1110100000.0 1390200000.0
Net Income Applicable To Common Shares 1110100000.0 1390200000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 24466874 2021-12-30
1 Vanguard 500 Index Fund 16814257 2021-12-30
2 Vanguard/Primecap Fund 16263808 2021-12-30
3 Vanguard Specialized-Health Care Fund 10213125 2022-01-30
4 SPDR S&P 500 ETF Trust 8436788 2022-01-30
5 Fidelity 500 Index Fund 8130898 2022-02-27
6 iShares Core S&P 500 ETF 6602520 2022-01-30
7 Vanguard Index-Value Index Fund 6578581 2021-12-30
8 Fidelity Contrafund Inc 6465969 2022-02-27
9 Vanguard Institutional Index Fund-Institutiona... 5982359 2021-12-30
% Out Value
0 0.0258 6758239936
1 0.0177 4644434068
2 0.0171 4492389045
3 0.0107 2506198743
4 0.0089 2070303407
5 0.0086 2032317955
6 0.0069 1620192382
7 0.0069 1817135643
8 0.0068 1616168951
9 0.0063 1652447202 ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 17.4
nuclear False
furLeather False
alcoholic False
gmo False
catholic True
socialPercentile 0
peerCount 83
governanceScore 11.56
environmentPercentile 0
animalTesting True
tobacco False
totalEsg 32.4
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 70.21
peerGroup Pharmaceuticals
smallArms False
environmentScore 3.43
governancePercentile 0
militaryContract False]
symbol: VLO
sector: Energy
Index: SP500
vol_30d_2yr: 90552079.1015625
Sector 1YMF: 9.160011291503906
1YMF: 9.160011291503906
risk trend factor: 0.1828345622851758
beta currentRatio debtToEquity dividendRate dividendYield \
VLO 1.762704 1.178 64.483 3.92 0.0349
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
VLO 6672999936 0.05306 9.871818 4647625216 0.05998
grossProfits heldPercentInstitutions industry \
VLO 5487000000 0.80514 Oil & Gas Refining & Marketing
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
VLO 45886316544 6498999808 0.0341 0.6312 0.36
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
VLO 2.438094 0.364858 0.02019 0.7
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
VLO 0.04701 0.14702 0.886 308.815 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
VLO 408096000 1.46 2638000128 6.464 13160999936
totalRevenue trailingPE
VLO 125765001216 18.10045
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 112.440002 | 114.972524 | 130.979841 | 146.987158 | 116.34127 | 14.566462 | 87.208346 | 145.474193 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VLO | 1.3872 | 112.440002 | 90552079.101562 | 0.691389 | 0.569718 | 0.530999 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 298.2478164675302 228.5074417183918 test cv mean error, stdev (10 folds): 310.914548290311 235.94980353237582 sell date: 2022-09-11 expected return: 0.41176994172704795 discounted return: 0.004065231256000779 quarter return: 1.45243742615299
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.23
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 39
governanceScore 4.98
environmentPercentile None
animalTesting False
tobacco False
totalEsg 30.94
highestControversy 3
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 65.34
peerGroup Refiners & Pipelines
smallArms False
environmentScore 18.74
governancePercentile None
militaryContract False]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 204531248.4375
Sector 1YMF: 2.8700027465820312
1YMF: 2.8700027465820312
risk trend factor: 0.1813014791288129
beta currentRatio dividendRate dividendYield earningsGrowth \
APA 4.42549 1.124 0.5 0.0122 38.999
ebitda ebitdaMargins freeCashflow grossMargins grossProfits \
APA 4470000128 0.55701 2259500032 0.63302 5080000000
heldPercentInstitutions industry operatingCashflow operatingMargins \
APA 0.92629 Oil & Gas E&P 3496000000 0.3696
payoutRatio pegRatio profitMargins quickRatio returnOnAssets \
APA 0.0339 0.16 0.12125 0.801 0.14233
returnOnEquity revenueGrowth revenuePerShare sector shortRatio \
APA 27.07216 0.905 21.457 Energy 1.45
totalCash totalCashPerShare totalDebt totalRevenue
APA 302000000 0.871 7760999936 8024999936
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 39.220001 | 39.703868 | 46.051746 | 52.399625 | 42.946032 | 3.294685 | 36.356662 | 49.535402 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| APA | 0.999608 | 39.220001 | 204531248.4375 | 0.713933 | 0.302651 | 0.445144 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 46.85249904087894 42.24639199225648 test cv mean error, stdev (10 folds): 51.13208195708758 41.97344746396891 sell date: 2022-07-17 expected return: 0.48386219496704636 discounted return: 0.013701579315026358 quarter return: 3.4972874249785675
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 1.164500e+10 1.168600e+10 1.170400e+10
Total Liab 1.330800e+10 1.270500e+10 1.281900e+10
Total Stockholder Equity -1.595000e+09 -1.095000e+09 -9.640000e+08
Minority Interest 1.590000e+09 1.580000e+09 1.657000e+09
Deferred Long Term Liab 5.700000e+08 5.150000e+08 5.120000e+08
Other Current Liab 3.370000e+08 2.760000e+08 2.990000e+08
Total Assets 1.330300e+10 1.331000e+10 1.351200e+10
Common Stock 2.620000e+08 2.620000e+08 2.620000e+08
Other Current Assets 1.550000e+08 1.020000e+08 7.600000e+07
Retained Earnings -9.488000e+09 -9.870000e+09 -9.757000e+09
Other Liab 3.744000e+09 3.673000e+09 2.626000e+09
Treasury Stock -4.014000e+09 -3.173000e+09 -3.173000e+09
Other Assets 1.223000e+09 1.255000e+09 5.120000e+08
Cash 3.020000e+08 3.770000e+08 1.249000e+09
Total Current Liabilities 2.117000e+09 1.839000e+09 1.773000e+09
Deferred Long Term Asset Charges 1.300000e+07 NaN NaN
Other Stockholder Equity 2.200000e+07 1.500000e+07 1.500000e+07
Property Plant Equipment 8.335000e+09 8.336000e+09 8.501000e+09
Total Current Assets 2.380000e+09 2.181000e+09 2.945000e+09
Long Term Investments 1.365000e+09 1.538000e+09 1.554000e+09
Net Tangible Assets -1.595000e+09 -1.095000e+09 -9.640000e+08
Net Receivables 1.394000e+09 1.170000e+09 1.068000e+09
Long Term Debt 7.261000e+09 7.159000e+09 8.386000e+09
Inventory 4.730000e+08 4.760000e+08 4.790000e+08
Accounts Payable 7.310000e+08 6.870000e+08 6.030000e+08
Short Long Term Debt NaN 2.130000e+08 2.130000e+08
2021-03-31
Capital Surplus 1.172700e+10
Total Liab 1.278300e+10
Total Stockholder Equity -1.258000e+09
Minority Interest 1.602000e+09
Deferred Long Term Liab 4.930000e+08
Other Current Liab 2.000000e+08
Total Assets 1.312700e+10
Common Stock 2.620000e+08
Other Current Assets 1.450000e+08
Retained Earnings -1.007300e+10
Other Liab 2.732000e+09
Treasury Stock -3.174000e+09
Other Assets 4.970000e+08
Cash 5.380000e+08
Total Current Liabilities 1.338000e+09
Deferred Long Term Asset Charges NaN
Other Stockholder Equity 1.500000e+07
Property Plant Equipment 8.718000e+09
Total Current Assets 2.345000e+09
Long Term Investments 1.567000e+09
Net Tangible Assets -1.258000e+09
Net Receivables 1.071000e+09
Long Term Debt 8.678000e+09
Inventory 5.020000e+08
Accounts Payable 5.240000e+08
Short Long Term Debt NaN ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments -1.000000e+06 -3.000000e+06
Change To Liabilities 2.600000e+07 6.200000e+07
Total Cashflows From Investing Activities -2.910000e+08 -1.490000e+08
Net Borrowings 1.020000e+08 -1.335000e+09
Total Cash From Financing Activities -8.690000e+08 -1.494000e+09
Change To Operating Activities 1.800000e+08 -1.800000e+07
Net Income 3.820000e+08 -1.130000e+08
Change In Cash -7.500000e+07 -8.720000e+08
Repurchase Of Stock -8.470000e+08 -8.470000e+08
Total Cash From Operating Activities 1.085000e+09 7.710000e+08
Depreciation 3.650000e+08 3.690000e+08
Other Cashflows From Investing Activities 8.000000e+06 3.200000e+07
Dividends Paid -2.400000e+07 -9.000000e+06
Change To Inventory 1.000000e+07 -3.900000e+07
Change To Account Receivables -1.210000e+08 -1.000000e+08
Other Cashflows From Financing Activities -1.000000e+08 -1.500000e+08
Change To Netincome 2.430000e+08 6.100000e+08
Capital Expenditures -3.150000e+08 -2.360000e+08
2021-06-30 2021-03-31
Investments -3000000.0 -21000000.0
Change To Liabilities 82000000.0 75000000.0
Total Cashflows From Investing Activities -126000000.0 -267000000.0
Net Borrowings -79000000.0 -58000000.0
Total Cash From Financing Activities -132000000.0 -128000000.0
Change To Operating Activities 104000000.0 -79000000.0
Net Income 316000000.0 388000000.0
Change In Cash 711000000.0 276000000.0
Repurchase Of Stock -847000000.0 -847000000.0
Total Cash From Operating Activities 969000000.0 671000000.0
Depreciation 382000000.0 388000000.0
Other Cashflows From Investing Activities 5000000.0 7000000.0
Dividends Paid -10000000.0 -9000000.0
Change To Inventory 23000000.0 -3000000.0
Change To Account Receivables 3000000.0 -168000000.0
Other Cashflows From Financing Activities -43000000.0 -61000000.0
Change To Netincome 59000000.0 70000000.0
Capital Expenditures -306000000.0 -256000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 1932000000 388000000
2Q2021 1830000000 316000000
3Q2021 2099000000 -113000000
4Q2021 2164000000 382000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 654000000.0 122000000.0
Minority Interest 1590000000.0 1580000000.0
Net Income 382000000.0 -113000000.0
Selling General Administrative 137000000.0 70000000.0
Gross Profit 1467000000.0 1301000000.0
Ebit 937000000.0 774000000.0
Operating Income 937000000.0 774000000.0
Other Operating Expenses 15000000.0 88000000.0
Interest Expense -94000000.0 -101000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 169000000.0 152000000.0
Total Revenue 2164000000.0 2099000000.0
Total Operating Expenses 1227000000.0 1325000000.0
Cost Of Revenue 697000000.0 798000000.0
Total Other Income Expense Net -283000000.0 -652000000.0
Discontinued Operations None None
Net Income From Continuing Ops 485000000.0 -30000000.0
Net Income Applicable To Common Shares 382000000.0 -113000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 495000000.0 620000000.0
Minority Interest 1657000000.0 1602000000.0
Net Income 316000000.0 388000000.0
Selling General Administrative 86000000.0 83000000.0
Gross Profit 1196000000.0 1116000000.0
Ebit 510000000.0 745000000.0
Operating Income 510000000.0 745000000.0
Other Operating Expenses 223000000.0 -103000000.0
Interest Expense -111000000.0 -112000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 87000000.0 170000000.0
Total Revenue 1830000000.0 1932000000.0
Total Operating Expenses 1320000000.0 1187000000.0
Cost Of Revenue 634000000.0 816000000.0
Total Other Income Expense Net -15000000.0 -125000000.0
Discontinued Operations None None
Net Income From Continuing Ops 408000000.0 450000000.0
Net Income Applicable To Common Shares 316000000.0 388000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Oakmark Fund 12743809 2021-12-30 0.0377
1 Select Sector SPDR Fund-Energy Select 10683025 2022-01-30 0.0316
2 Vanguard Total Stock Market Index Fund 10325855 2021-12-30 0.0305
3 Vanguard Small-Cap Index Fund 9149341 2021-12-30 0.0271
4 Vanguard/Windsor II 8002477 2022-01-30 0.0237
5 Vanguard 500 Index Fund 7693595 2021-12-30 0.0227
6 Vanguard Small Cap Value Index Fund 5800585 2021-12-30 0.0171
7 Oakmark Select Fund 5500000 2021-12-30 0.0163
8 SPDR S&P 500 ETF Trust 4043068 2022-01-30 0.0120
9 Fidelity 500 Index Fund 3720217 2022-02-27 0.0110
Value
0 342681024
1 354783260
2 277662240
3 246025779
4 265762261
5 206880769
6 155977730
7 147895000
8 134270288
9 132551331 ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: PPC
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 17241312.5
Sector 1YMF: 1.4799995422363281
1YMF: 1.4799995422363281
risk trend factor: 0.1778845668897103
beta currentRatio debtToEquity earningsGrowth ebitda \
PPC 1.12745 1.532 134.448 1.805 1548861056
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
PPC 0.09838 11.328186 873572608 0.10458 1365827000
heldPercentInstitutions industry marketCap operatingCashflow \
PPC 0.19334 Packaged Foods 7149453824 697006016
operatingMargins payoutRatio pegRatio priceToBook \
PPC 0.0732 0 0.59 2.745392
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PPC 0.454094 0.01342 0.724 0.08575
returnOnEquity revenueGrowth revenuePerShare sector \
PPC 0.07645 0.295 64.613 Consumer Defensive
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
PPC 243676000 2.43 725539968 3.019 3755959040
totalRevenue
PPC 15744428032
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 29.34 | 28.165931 | 31.419048 | 34.672164 | 28.426667 | 2.86898 | 22.688707 | 34.164626 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PPC | 1.275425 | 29.34 | 17241312.5 | 0.741748 | 0.282386 | 0.556574 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -74.80001831054688 Sector Volume Factor: 1.4135920452708397 Sector Risk Trend Factor: -2.283970024749523 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 26.619523348246442 34.681389958125926 test cv mean error, stdev (10 folds): 27.98315577087452 36.09188638940738 sell date: 2022-06-19 expected return: 0.023072247777613367 discounted return: 0.023072247777613297 quarter return: 8.154173875454022
['quarterly_balance_sheet', 2022-03-27 2021-12-26 2021-09-26 \
Intangible Assets 9.385640e+08 9.632430e+08 1.028664e+09
Capital Surplus 1.966066e+09 1.964028e+09 1.962750e+09
Total Liab 6.524261e+09 6.324271e+09 6.216460e+09
Total Stockholder Equity 2.781630e+09 2.577080e+09 2.604243e+09
Minority Interest 1.197600e+07 1.185400e+07 1.214000e+07
Other Current Liab 3.009220e+08 3.085060e+08 4.109530e+08
Total Assets 9.317867e+09 8.913205e+09 8.832843e+09
Common Stock 2.616000e+06 2.614000e+06 2.614000e+06
Other Current Assets 6.858900e+07 4.054500e+07 6.656900e+07
Retained Earnings 1.284007e+09 1.003569e+09 9.668150e+08
Other Liab 4.077630e+08 4.709210e+08 5.265940e+08
Good Will 1.320100e+09 1.337252e+09 1.381872e+09
Treasury Stock -4.710590e+08 -3.931310e+08 -3.279360e+08
Other Assets 3.726000e+07 3.772400e+07 3.165500e+07
Cash 7.255400e+08 4.276610e+08 5.110840e+08
Total Current Liabilities 2.475775e+09 2.390823e+09 2.270929e+09
Deferred Long Term Asset Charges 5.191000e+06 5.314000e+06 5.465000e+06
Short Long Term Debt 3.616200e+07 2.541400e+07 2.023000e+07
Other Stockholder Equity -9.890200e+07 -4.799700e+07 1.719800e+07
Property Plant Equipment 3.229118e+09 3.269032e+09 3.148945e+09
Total Current Assets 3.792825e+09 3.305954e+09 3.241707e+09
Net Tangible Assets 5.229660e+08 2.765850e+08 1.937070e+08
Net Receivables 1.086588e+09 1.042610e+09 9.425350e+08
Long Term Debt 3.373573e+09 3.187543e+09 3.191270e+09
Inventory 1.708995e+09 1.575658e+09 1.556821e+09
Accounts Payable 1.448846e+09 1.400394e+09 1.183460e+09
2021-06-27
Intangible Assets 5.895360e+08
Capital Surplus 1.959558e+09
Total Liab 5.154333e+09
Total Stockholder Equity 2.582482e+09
Minority Interest 1.203000e+07
Other Current Liab 5.448970e+08
Total Assets 7.748845e+09
Common Stock 2.614000e+06
Other Current Assets 1.300070e+08
Retained Earnings 9.060900e+08
Other Liab 4.179760e+08
Good Will 1.024900e+09
Treasury Stock -2.857800e+08
Other Assets 3.233100e+07
Cash 3.918050e+08
Total Current Liabilities 2.244714e+09
Deferred Long Term Asset Charges 5.494000e+06
Short Long Term Debt 2.593100e+07
Other Stockholder Equity 5.935400e+07
Property Plant Equipment 2.972778e+09
Total Current Assets 3.129300e+09
Net Tangible Assets 9.680460e+08
Net Receivables 9.186950e+08
Long Term Debt 2.268842e+09
Inventory 1.530014e+09
Accounts Payable 1.100759e+09 ]
['quarterly_cashflow', 2022-03-27 2021-12-26 \
Change To Liabilities -2454000.0 84657000.0
Total Cashflows From Investing Activities -85576000.0 -111842000.0
Net Borrowings 196412000.0 -235000.0
Total Cash From Financing Activities 166330000.0 -235000.0
Change To Operating Activities -8946000.0 -75981000.0
Net Income 280438000.0 36754000.0
Change In Cash 305677000.0 -115074000.0
Repurchase Of Stock -28984000.0 -28984000.0
Effect Of Exchange Rate -2073000.0 -1961000.0
Total Cash From Operating Activities 226996000.0 -1036000.0
Depreciation 102142000.0 106488000.0
Change To Inventory -146035000.0 -28211000.0
Change To Account Receivables -66669000.0 -120429000.0
Other Cashflows From Financing Activities -1098000.0 -1098000.0
Change To Netincome -17969000.0 -54879000.0
Capital Expenditures -81578000.0 -100851000.0
2021-09-26 2021-06-27
Change To Liabilities 8.445000e+06 506670000.0
Total Cashflows From Investing Activities -1.049512e+09 -73266000.0
Net Borrowings 9.280300e+08 -97181000.0
Total Cash From Financing Activities 9.143870e+08 -105831000.0
Change To Operating Activities 1.507300e+07 -25391000.0
Net Income 6.072500e+07 -166687000.0
Change In Cash 7.517800e+07 79777000.0
Repurchase Of Stock -2.898400e+07 -28984000.0
Effect Of Exchange Rate -2.240000e+06 371000.0
Total Cash From Operating Activities 2.125430e+08 258503000.0
Depreciation 9.207600e+07 95728000.0
Change To Inventory 2.429400e+07 -91397000.0
Change To Account Receivables -2.133800e+07 -62718000.0
Other Cashflows From Financing Activities -1.364300e+07 -8650000.0
Change To Netincome 1.158100e+07 -20393000.0
Capital Expenditures -9.707600e+07 -81577000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 3637698000 -166687000
3Q2021 3827566000 60725000
4Q2021 4038769000 36754000
1Q2022 4240395000 280438000]
['quarterly_financials', 2022-03-27 2021-12-26 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 355779000.0 41659000.0
Minority Interest 11976000.0 11854000.0
Net Income 280438000.0 36754000.0
Selling General Administrative 120323000.0 35329000.0
Gross Profit 541980000.0 352500000.0
Ebit 421657000.0 317171000.0
Operating Income 421657000.0 317171000.0
Other Operating Expenses None None
Interest Expense -36296000.0 -34974000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 75219000.0 5191000.0
Total Revenue 4240395000.0 4038769000.0
Total Operating Expenses 3818738000.0 3721598000.0
Cost Of Revenue 3698415000.0 3686269000.0
Total Other Income Expense Net -65878000.0 -275512000.0
Discontinued Operations None None
Net Income From Continuing Ops 280560000.0 36468000.0
Net Income Applicable To Common Shares 280438000.0 36754000.0
2021-09-26 2021-06-27
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 91220000.0 -176315000.0
Minority Interest 12140000.0 12030000.0
Net Income 60725000.0 -166687000.0
Selling General Administrative 250844000.0 102959000.0
Gross Profit 371843000.0 380241000.0
Ebit 120999000.0 277282000.0
Operating Income 120999000.0 277282000.0
Other Operating Expenses None None
Interest Expense -29833000.0 -50651000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 30385000.0 -9812000.0
Total Revenue 3827566000.0 3637698000.0
Total Operating Expenses 3706567000.0 3360416000.0
Cost Of Revenue 3455723000.0 3257457000.0
Total Other Income Expense Net -29779000.0 -453597000.0
Discontinued Operations None None
Net Income From Continuing Ops 60835000.0 -166503000.0
Net Income Applicable To Common Shares 60725000.0 -166687000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 1391177 2021-12-30
1 iShares Core S&P Midcap ETF 1354194 2022-01-30
2 Vanguard Small-Cap Index Fund 1226527 2021-12-30
3 Vanguard Small Cap Value Index Fund 778076 2021-12-30
4 Vanguard Extended Market Index Fund 647608 2021-12-30
5 DFA U.S. Small Cap Value Series 494751 2022-01-30
6 First Tr Exchg Tr AlphaDEX Fd-FT Consumer Stap... 488488 2022-02-27
7 SPDR S&P Mid Cap 400 ETF Trust 418251 2022-01-30
8 IShares S&P Midcap 400 Value ETF 353867 2022-01-30
9 Vanguard Consumer Staples Index Fund 342523 2022-02-27
% Out Value
0 0.0058 39231191
1 0.0056 37876806
2 0.0051 34588061
3 0.0032 21941743
4 0.0027 18262545
5 0.0021 13838185
6 0.0020 11518547
7 0.0017 11698480
8 0.0015 9897659
9 0.0014 8076692 ]
['options', ('2023-01-20',)]
symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 490057840.234375
Sector 1YMF: 1.5699996948242188
1YMF: 1.5699996948242188
risk trend factor: 0.15110678525882204
beta currentRatio debtToEquity dividendRate dividendYield \
MRO 2.766666 1.112 38.48 0.32 0.0119
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
MRO 3308999936 0.58921 12.321428 1785500032 0.77546
grossProfits heldPercentInstitutions industry marketCap \
MRO 4355000000 0.802 Oil & Gas E&P 18801668096
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
MRO 3239000064 0.20495 0.0769 0.59 1.764964
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MRO 3.347875 0.16845 1.052 0.04117
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MRO 0.08905 1.091 7.136 Energy 778537024
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
MRO 0.93 580000000 0.794 4112000000 5616000000
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 24.15 | 25.128986 | 29.471905 | 33.814823 | 26.957624 | 2.372893 | 22.211838 | 31.70341 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MRO | 1.000459 | 24.15 | 490057840.234375 | 0.691969 | 0.80545 | 0.53536 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 11.757844428500801 12.66763142304684 test cv mean error, stdev (10 folds): 12.772815440925163 12.852390759891717 sell date: 2022-08-28 expected return: 0.4491975912453612 discounted return: 0.005239169911774422 quarter return: 1.6172794332125293
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 7.221000e+09 7.213000e+09 7.201000e+09
Total Liab 6.308000e+09 6.365000e+09 7.166000e+09
Total Stockholder Equity 1.068600e+10 1.079600e+10 1.063400e+10
Other Current Liab 3.680000e+08 4.960000e+08 5.020000e+08
Total Assets 1.699400e+10 1.716100e+10 1.780000e+10
Common Stock 9.370000e+08 9.370000e+08 9.370000e+08
Other Current Assets 2.200000e+07 2.500000e+07 1.900000e+07
Retained Earnings 7.271000e+09 6.669000e+09 6.524000e+09
Other Liab 6.440000e+08 6.420000e+08 6.650000e+08
Treasury Stock -4.743000e+09 -4.023000e+09 -4.028000e+09
Other Assets 1.100000e+08 1.040000e+08 9.300000e+07
Cash 5.800000e+08 4.850000e+08 9.700000e+08
Total Current Liabilities 1.637000e+09 1.676000e+09 1.575000e+09
Short Long Term Debt 3.900000e+07 3.900000e+07 3.500000e+07
Other Stockholder Equity 8.200000e+07 8.200000e+07 7.700000e+07
Property Plant Equipment 1.458600e+10 1.484300e+10 1.511100e+10
Total Current Assets 1.821000e+09 1.655000e+09 2.075000e+09
Long Term Investments 4.770000e+08 5.590000e+08 5.210000e+08
Net Tangible Assets 1.068600e+10 1.079600e+10 1.063400e+10
Net Receivables 1.142000e+09 1.068000e+09 1.008000e+09
Long Term Debt 3.980000e+09 3.983000e+09 4.882000e+09
Inventory 7.700000e+07 7.700000e+07 7.800000e+07
Accounts Payable 1.110000e+09 1.028000e+09 9.370000e+08
2021-03-31
Capital Surplus 7.195000e+09
Total Liab 7.562000e+09
Total Stockholder Equity 1.067100e+10
Other Current Liab 3.810000e+08
Total Assets 1.823300e+10
Common Stock 9.370000e+08
Other Current Assets 2.600000e+07
Retained Earnings 6.540000e+09
Other Liab 6.950000e+08
Treasury Stock -4.001000e+09
Other Assets 9.600000e+07
Cash 1.125000e+09
Total Current Liabilities 1.899000e+09
Short Long Term Debt 5.010000e+08
Other Stockholder Equity 1.120000e+08
Property Plant Equipment 1.542500e+10
Total Current Assets 2.150000e+09
Long Term Investments 5.620000e+08
Net Tangible Assets 1.067100e+10
Net Receivables 9.210000e+08
Long Term Debt 4.910000e+09
Inventory 7.800000e+07
Accounts Payable 9.180000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 4.600000e+07 9.000000e+06
Change To Liabilities 1.410000e+08 1.070000e+08
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08
Total Cash From Financing Activities -7.690000e+08 -1.036000e+09
Change To Operating Activities -2.000000e+07 -7.000000e+06
Net Income 6.490000e+08 1.840000e+08
Change In Cash 9.500000e+07 -4.850000e+08
Repurchase Of Stock -7.240000e+08 -1.000000e+06
Total Cash From Operating Activities 1.146000e+09 8.160000e+08
Depreciation 4.630000e+08 5.830000e+08
Dividends Paid -4.700000e+07 -3.900000e+07
Change To Account Receivables -7.600000e+07 -6.000000e+07
Other Cashflows From Financing Activities 2.000000e+06 -9.600000e+07
Change To Netincome -1.100000e+07 8.000000e+06
Capital Expenditures -2.740000e+08 -2.890000e+08
Net Borrowings NaN -9.000000e+08
Other Cashflows From Investing Activities NaN 1.000000e+06
Change To Inventory NaN 1.000000e+06
2021-06-30 2021-03-31
Investments 6000000.0 6000000.0
Change To Liabilities 20000000.0 101000000.0
Total Cashflows From Investing Activities -256000000.0 -207000000.0
Total Cash From Financing Activities -554000000.0 -32000000.0
Change To Operating Activities 12000000.0 61000000.0
Net Income 16000000.0 97000000.0
Change In Cash -155000000.0 383000000.0
Repurchase Of Stock -1000000.0 -9000000.0
Total Cash From Operating Activities 655000000.0 622000000.0
Depreciation 600000000.0 512000000.0
Dividends Paid -32000000.0 -23000000.0
Change To Account Receivables -78000000.0 -175000000.0
Other Cashflows From Financing Activities -22000000.0 -22000000.0
Change To Netincome 85000000.0 28000000.0
Capital Expenditures -274000000.0 -209000000.0
Net Borrowings -500000000.0 -500000000.0
Other Cashflows From Investing Activities 1000000.0 -1000000.0
Change To Inventory 1000000.0 -2000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 1180000000 97000000
2Q2021 1259000000 16000000
3Q2021 1439000000 184000000
4Q2021 1738000000 649000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 683000000.0 188000000.0
Minority Interest None None
Net Income 649000000.0 184000000.0
Selling General Administrative 61000000.0 70000000.0
Gross Profit 1393000000.0 1089000000.0
Ebit 755000000.0 254000000.0
Operating Income 755000000.0 254000000.0
Other Operating Expenses 94000000.0 167000000.0
Interest Expense -74000000.0 -57000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 34000000.0 4000000.0
Total Revenue 1738000000.0 1439000000.0
Total Operating Expenses 983000000.0 1185000000.0
Cost Of Revenue 345000000.0 350000000.0
Total Other Income Expense Net -72000000.0 -66000000.0
Discontinued Operations None None
Net Income From Continuing Ops 649000000.0 184000000.0
Net Income Applicable To Common Shares 649000000.0 184000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 26000000.0 107000000.0
Minority Interest None None
Net Income 16000000.0 97000000.0
Selling General Administrative 69000000.0 75000000.0
Gross Profit 966000000.0 907000000.0
Ebit 54000000.0 87000000.0
Operating Income 54000000.0 87000000.0
Other Operating Expenses 240000000.0 227000000.0
Interest Expense -59000000.0 -13000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 10000000.0 10000000.0
Total Revenue 1259000000.0 1180000000.0
Total Operating Expenses 1205000000.0 1093000000.0
Cost Of Revenue 293000000.0 273000000.0
Total Other Income Expense Net -28000000.0 20000000.0
Discontinued Operations None None
Net Income From Continuing Ops 16000000.0 97000000.0
Net Income Applicable To Common Shares 16000000.0 97000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard/Windsor II 26018487 2022-01-30 0.0368
1 Select Sector SPDR Fund-Energy Select 22895120 2022-01-30 0.0324
2 Vanguard Total Stock Market Index Fund 22131478 2021-12-30 0.0313
3 Vanguard Small-Cap Index Fund 19611815 2021-12-30 0.0277
4 Vanguard 500 Index Fund 16486851 2021-12-30 0.0233
5 Vanguard Small Cap Value Index Fund 12430773 2021-12-30 0.0176
6 Fidelity Low-Priced Stock Fund 12282677 2022-02-27 0.0174
7 SPDR S&P 500 ETF Trust 8364080 2022-01-30 0.0118
8 Fidelity 500 Index Fund 7972838 2022-02-27 0.0113
9 Invesco Comstock Fd 7808667 2022-01-30 0.0110
Value
0 506579941
1 445767986
2 363398868
3 322026002
4 270714093
5 204113292
6 277097193
7 162848637
8 179867225
9 152034746 ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 8.13
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 42.05
highestControversy 2
esgPerformance None
coal False
pesticides False
adult False
percentile 90.8
peerGroup Oil & Gas Producers
smallArms False
environmentScore 23.91
governancePercentile 0
militaryContract False]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 237878397.65625
Sector 1YMF: 3.9099979400634766
1YMF: 3.9099979400634766
risk trend factor: 0.14878225091792957
beta currentRatio debtToEquity dividendRate dividendYield \
DVN 2.784803 1.376 71.922 5.08 0.0739
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
DVN 5506999808 0.41984 11.09369 2805625088 0.56522
grossProfits heldPercentInstitutions industry marketCap \
DVN 7414000000 0.86307 Oil & Gas E&P 39279542272
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
DVN 4898999808 0.25288 0.4991 0.43 4.401456
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
DVN 2.994552 0.21445 1.207 0.13402
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
DVN 0.45627 2.003 19.784 Energy 677000000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
DVN 1.7 2099000064 3.16 6760000000 13116999680
trailingPE
DVN 28.808342
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 58.02 | 63.067854 | 72.56 | 82.052146 | 65.759365 | 6.444488 | 52.870389 | 78.648341 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DVN | 1.104104 | 58.02 | 237878397.65625 | 0.701688 | 0.885466 | 0.540317 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 67.08034702664789 86.67251280894455 test cv mean error, stdev (10 folds): 73.27583765052054 88.55005243977149 sell date: 2022-08-28 expected return: 0.7068470390980355 discounted return: 0.0075586747938265475 quarter return: 1.9992719833261932
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 7.636000e+09 8.206000e+09 8.189000e+09
Total Liab 1.162600e+10 1.199600e+10 1.153000e+10
Total Stockholder Equity 9.262000e+09 8.924000e+09 8.399000e+09
Minority Interest 1.370000e+08 1.370000e+08 1.360000e+08
Other Current Liab 2.545000e+09 2.940000e+09 2.554000e+09
Total Assets 2.102500e+10 2.105700e+10 2.006500e+10
Common Stock 6.600000e+07 6.800000e+07 6.800000e+07
Other Current Assets 5.240000e+08 4.860000e+08 5.030000e+08
Retained Earnings 1.692000e+09 7.500000e+08 2.430000e+08
Other Liab 1.805000e+09 1.743000e+09 1.698000e+09
Good Will 7.530000e+08 7.530000e+08 7.530000e+08
Treasury Stock -1.320000e+08 -1.000000e+08 -1.010000e+08
Other Assets 3.780000e+08 3.670000e+08 3.970000e+08
Cash 2.099000e+09 2.144000e+09 1.348000e+09
Total Current Liabilities 3.087000e+09 3.505000e+09 3.072000e+09
Deferred Long Term Asset Charges 7.000000e+06 NaN NaN
Other Stockholder Equity -1.320000e+08 -1.000000e+08 -1.010000e+08
Property Plant Equipment 1.524300e+10 1.532200e+10 1.544100e+10
Total Current Assets 4.249000e+09 4.227000e+09 3.076000e+09
Long Term Investments 4.020000e+08 3.880000e+08 3.980000e+08
Net Tangible Assets 8.509000e+09 8.171000e+09 7.646000e+09
Net Receivables 1.626000e+09 1.597000e+09 1.225000e+09
Long Term Debt 6.482000e+09 6.492000e+09 6.502000e+09
Accounts Payable 5.000000e+08 5.370000e+08 4.870000e+08
Short Long Term Debt NaN NaN NaN
2021-03-31
Capital Surplus 8.172000e+09
Total Liab 1.197100e+10
Total Stockholder Equity 8.353000e+09
Minority Interest 1.330000e+08
Other Current Liab 2.124000e+09
Total Assets 2.045700e+10
Common Stock 6.700000e+07
Other Current Assets 5.290000e+08
Retained Earnings 2.180000e+08
Other Liab 1.724000e+09
Good Will 7.530000e+08
Treasury Stock -1.040000e+08
Other Assets 3.060000e+08
Cash 1.683000e+09
Total Current Liabilities 2.945000e+09
Deferred Long Term Asset Charges NaN
Other Stockholder Equity -1.040000e+08
Property Plant Equipment 1.552900e+10
Total Current Assets 3.467000e+09
Long Term Investments 4.020000e+08
Net Tangible Assets 7.600000e+09
Net Receivables 1.255000e+09
Long Term Debt 7.042000e+09
Accounts Payable 5.640000e+08
Short Long Term Debt 2.260000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments -1.700000e+07 9.000000e+06
Change To Liabilities -1.800000e+07 4.690000e+08
Total Cashflows From Investing Activities -5.180000e+08 -4.740000e+08
Total Cash From Financing Activities -1.149000e+09 -3.370000e+08
Change To Operating Activities -2.200000e+07 -2.900000e+07
Net Income 1.506000e+09 8.380000e+08
Change In Cash -5.000000e+07 7.820000e+08
Repurchase Of Stock -5.890000e+08 -3.000000e+06
Effect Of Exchange Rate 1.000000e+06 -5.000000e+06
Total Cash From Operating Activities 1.616000e+09 1.598000e+09
Depreciation 5.850000e+08 5.790000e+08
Dividends Paid -7.300000e+07 -7.400000e+07
Change To Account Receivables -3.100000e+07 -3.320000e+08
Other Cashflows From Financing Activities -6.000000e+06 -5.000000e+06
Change To Netincome -4.010000e+08 1.130000e+08
Capital Expenditures -5.150000e+08 -4.840000e+08
Net Borrowings NaN NaN
2021-06-30 2021-03-31
Investments 8.000000e+06 10000000.0
Change To Liabilities 7.200000e+07 16000000.0
Total Cashflows From Investing Activities -4.520000e+08 -130000000.0
Total Cash From Financing Activities -9.820000e+08 -824000000.0
Change To Operating Activities -7.600000e+07 -95000000.0
Net Income 2.560000e+08 213000000.0
Change In Cash -3.390000e+08 -359000000.0
Repurchase Of Stock -9.000000e+06 -33000000.0
Effect Of Exchange Rate 2.000000e+06 3000000.0
Total Cash From Operating Activities 1.093000e+09 592000000.0
Depreciation 5.360000e+08 481000000.0
Dividends Paid -7.500000e+07 -128000000.0
Change To Account Receivables -1.000000e+08 -63000000.0
Other Cashflows From Financing Activities -2.000000e+06 -28000000.0
Change To Netincome 2.840000e+08 25000000.0
Capital Expenditures -5.090000e+08 -499000000.0
Net Borrowings -7.420000e+08 -560000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 2461000000 213000000
2Q2021 2977000000 256000000
3Q2021 3625000000 838000000
4Q2021 4054000000 1506000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1662000000.0 964000000.0
Minority Interest 137000000.0 137000000.0
Net Income 1506000000.0 838000000.0
Selling General Administrative 95000000.0 95000000.0
Gross Profit 2380000000.0 2088000000.0
Ebit 1727000000.0 1068000000.0
Operating Income 1727000000.0 1068000000.0
Other Operating Expenses -24000000.0 344000000.0
Interest Expense -92000000.0 -93000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 150000000.0 120000000.0
Total Revenue 4054000000.0 3625000000.0
Total Operating Expenses 2327000000.0 2557000000.0
Cost Of Revenue 1674000000.0 1537000000.0
Total Other Income Expense Net -65000000.0 -104000000.0
Discontinued Operations None None
Net Income From Continuing Ops 1512000000.0 844000000.0
Net Income Applicable To Common Shares 1487000000.0 832000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 304000000.0 -32000000.0
Minority Interest 136000000.0 133000000.0
Net Income 256000000.0 213000000.0
Selling General Administrative 94000000.0 107000000.0
Gross Profit 1655000000.0 1291000000.0
Ebit 320000000.0 202000000.0
Operating Income 320000000.0 202000000.0
Other Operating Expenses 702000000.0 512000000.0
Interest Expense -98000000.0 -105000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 43000000.0 -248000000.0
Total Revenue 2977000000.0 2461000000.0
Total Operating Expenses 2657000000.0 2259000000.0
Cost Of Revenue 1322000000.0 1170000000.0
Total Other Income Expense Net -16000000.0 -234000000.0
Discontinued Operations None None
Net Income From Continuing Ops 261000000.0 216000000.0
Net Income Applicable To Common Shares 253000000.0 211000000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 19232335 2021-12-30
1 Select Sector SPDR Fund-Energy Select 18515332 2022-01-30
2 Vanguard Mid-Cap Index Fund 15295295 2021-12-30
3 Vanguard 500 Index Fund 13333264 2021-12-30
4 Undiscovered Managers Behavioral Value Fund 7254904 2021-12-30
5 SPDR S&P 500 ETF Trust 6678214 2022-01-30
6 Fidelity 500 Index Fund 6447707 2022-02-27
7 iShares Core S&P 500 ETF 5236340 2022-01-30
8 Vanguard Index-Value Index Fund 5169015 2021-12-30
9 Victory Portfolios-Sycamore Established Value ... 5050000 2022-01-30
% Out Value
0 0.0291 847184356
1 0.0281 936320339
2 0.0232 673757744
3 0.0202 587330279
4 0.0110 319578521
5 0.0101 337717281
6 0.0098 383960951
7 0.0079 264801713
8 0.0078 227695110
9 0.0077 255378500 ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.78
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 7.86
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 34.39
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 76.03
peerGroup Oil & Gas Producers
smallArms False
environmentScore 17.75
governancePercentile 0
militaryContract False]
symbol: UTHR
sector: Healthcare
Index: SP400
vol_30d_2yr: 8360250.78125
Sector 1YMF: 8.760009765625
1YMF: 8.760009765625
risk trend factor: 0.13940181852529768
beta currentRatio debtToEquity earningsGrowth ebitda \
UTHR 0.639732 8.84 19.156 7.246 959200000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
UTHR 0.54244 11.61131 514424992 0.92908 1563000000
heldPercentInstitutions industry marketCap operatingCashflow \
UTHR 0.99621 Biotechnology 10230438912 797100032
operatingMargins payoutRatio pegRatio priceToBook \
UTHR 0.51422 0 6.92 2.448979
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
UTHR 5.785466 0.38873 8.333 0.11365
returnOnEquity revenueGrowth revenuePerShare sector \
UTHR 0.18038 0.218 39.252 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
UTHR 45299500 4.37 2267699968 50.06 800000000
totalRevenue trailingPE
UTHR 1768300032 15.645306
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 219.380005 | 194.589531 | 219.462223 | 244.334915 | 195.494921 | 19.533079 | 156.428764 | 234.561078 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| UTHR | 1.481235 | 219.380005 | 8360250.78125 | 0.878858 | 0.826178 | 0.414478 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 581.052062609217 434.3031674485619 test cv mean error, stdev (10 folds): 606.4045953631539 447.67344757062017 sell date: 2022-08-28 expected return: 0.021753478217960982 discounted return: 0.000303148019422661 quarter return: 1.0282778280825864
['options', ('2022-08-19',)]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 16.62
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 83
governanceScore 7.41
environmentPercentile None
animalTesting True
tobacco False
totalEsg 25.71
highestControversy 1
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 45.83
peerGroup Pharmaceuticals
smallArms False
environmentScore 1.68
governancePercentile None
militaryContract False]
symbol: VIVO
sector: error
sector: error
Index: SP600
vol_30d_2yr: 11730103.3203125
Sector 1YMF: 0.6100006103515625
1YMF: 0.6100006103515625
risk trend factor: 0.10971235052954659
Empty DataFrame
Columns: []
Index: [VIVO]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 28.5 | 25.427799 | 27.012222 | 28.596646 | 26.44746 | 1.162243 | 24.122974 | 28.771947 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VIVO | 0.591657 | 28.5 | 11730103.320312 | 0.878325 | 0.565494 | 0.431737 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 16.17981475595061 14.971267272758354 test cv mean error, stdev (10 folds): 17.700934500856853 14.869460976371 sell date: 2022-09-18 expected return: 0.07343291293542277 discounted return: 0.0007705341287063128 quarter return: 1.0734329129354319
['options', ('2022-07-15',)]
symbol: ROCC
sector: Energy
Index: SP600
vol_30d_2yr: 11962556.0546875
Sector 1YMF: 2.549999237060547
1YMF: 2.549999237060547
risk trend factor: 0.10821588524114191
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
ROCC 2.866152 0.497 80.978 323780000 0.45632 3.112757
freeCashflow grossMargins grossProfits heldPercentInstitutions \
ROCC 111158752 0.9232 508729000 0.83062
industry marketCap operatingCashflow operatingMargins payoutRatio \
ROCC Oil & Gas E&P 800399808 390172992 0.23271 0
pegRatio priceToBook priceToSalesTrailing12Months profitMargins \
ROCC 0.13 2.546801 1.128053 0.06175
quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
ROCC 0.404 0.08139 0.19205 1.903 39.08
sector sharesOutstanding shortRatio totalCash totalCashPerShare \
ROCC Energy 21163400 2.3 6358000 0.3
totalDebt totalRevenue trailingPE
ROCC 525808992 709540992 16.0731
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 37.82 | 32.048974 | 43.306825 | 54.564677 | 37.893968 | 5.380754 | 27.132461 | 48.655476 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ROCC | 1.213679 | 37.82 | 11962556.054688 | 0.666102 | 0.594188 | 0.577777 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 77.56947848579797 62.68356673287805 test cv mean error, stdev (10 folds): 80.27999995329917 65.12555095069297 sell date: 2022-09-11 expected return: 0.6013484840304625 discounted return: 0.005554736263279736 quarter return: 1.6646612280149231
['options', ('2022-07-15', '2022-12-16')]
symbol: COP
sector: Energy
Index: SP500
vol_30d_2yr: 189274208.203125
Sector 1YMF: 3.6199951171875
1YMF: 3.6199951171875
risk trend factor: 0.1025203790799483
beta currentRatio debtToEquity dividendRate dividendYield \
COP 1.350272 1.513 38.088 1.92 0.0176
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
COP 4.853 25497999360 0.46444 7.529317 10752749568
grossMargins grossProfits heldPercentInstitutions industry \
COP 0.52295 22936000000 0.81349 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
COP 121247997952 19983998976 0.33401 0.2348 0.48
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
COP 2.463471 2.208525 0.23417 1.287
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
COP 0.1295 0.27835 0.828 41.447 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
COP 1293449984 2.15 7144000000 5.523 18745999360
totalRevenue trailingPE
COP 54899998720 9.71701
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 93.739998 | 99.652102 | 112.199365 | 124.746628 | 104.355397 | 7.447422 | 89.460553 | 119.250241 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| COP | 0.95084 | 93.739998 | 189274208.203125 | 0.685759 | 0.80033 | 0.48084 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 131.8588036807157 147.39173844312845 test cv mean error, stdev (10 folds): 144.32990327126163 148.94947737187888 sell date: 2022-09-11 expected return: 0.39963937496998936 discounted return: 0.003963299228999961 quarter return: 1.4389344529812573
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 9.71
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 7.68
environmentPercentile None
animalTesting False
tobacco False
totalEsg 34.92
highestControversy 2
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 77.49
peerGroup Oil & Gas Producers
smallArms False
environmentScore 17.53
governancePercentile None
militaryContract False]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 498984476.953125
Sector 1YMF: 2.1100006103515625
1YMF: 2.1100006103515625
risk trend factor: 0.0937361355002032
beta currentRatio debtToEquity dividendRate dividendYield \
OXY 1.955081 1.156 111.198 0.52 0.0086
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
OXY 15392000000 0.53054 6.773723 9129875456 0.64697
grossProfits heldPercentInstitutions industry marketCap \
OXY 16297000000 0.82197 Oil & Gas E&P 52182794240
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
OXY 12762999808 0.25255 0.0242 0.24 3.445545
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
OXY 1.798662 0.25314 0.844 0.05964
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
OXY 0.34101 0.577 30.999 Energy 937190976
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
OXY 2.02 1908999936 2.037 27696001024 29012000768
trailingPE
OXY 8.324114
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 55.68 | 56.839295 | 65.607143 | 74.374991 | 61.382222 | 4.693201 | 51.995819 | 70.768625 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| OXY | 1.190976 | 55.68 | 498984476.953125 | 0.71978 | 0.690434 | 0.542013 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 52.333627310958384 43.44383536064943 test cv mean error, stdev (10 folds): 56.28436552303815 43.639567583548086 sell date: 2022-09-18 expected return: 0.4701404460424396 discounted return: 0.004197457989383091 quarter return: 1.470140446042453
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 12.04
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 6.88
environmentPercentile None
animalTesting False
tobacco False
totalEsg 43.53
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 92.95
peerGroup Oil & Gas Producers
smallArms False
environmentScore 24.61
governancePercentile None
militaryContract False]
symbol: MGPI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2319158.7890625
Sector 1YMF: 1.1299972534179688
1YMF: 1.1299972534179688
risk trend factor: 0.07424422882968507
Empty DataFrame
Columns: []
Index: [MGPI]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 93.139999 | 89.504506 | 94.30381 | 99.103114 | 92.664127 | 3.996399 | 84.671329 | 100.656925 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MGPI | 1.204144 | 93.139999 | 2319158.789062 | 0.847493 | 0.649088 | 0.471114 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 110.11938999584795 125.90071948750057 test cv mean error, stdev (10 folds): 112.09218399494068 131.88358140609708 sell date: 2022-09-18 expected return: 0.15413107432202397 discounted return: 0.0015593421663535612 quarter return: 1.154131074322016
| exp_return | sell_date | stop_loss_price | days_delta | disc_rtn | qtr_rtn | outer_cv_avg_rmse_n11 | outer_cv_std_n11 | mean_revert_flag | pi_lower | pi_upper | price | Sector | Index | error_price_ratio | std_price_ratio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SYMBOL | ||||||||||||||||
| VPU | 0.076822 | 2022-06-19 | 147.621984 | 1 | 0.076822 | 906.245463 | 172.246362 | 373.069681 | False | 143.355682 | 161.712862 | 141.440002 | error | nan | 1.217805 | 2.637653 |
| VDC | 0.028968 | 2022-06-19 | 178.612370 | 1 | 0.028968 | 13.834763 | 95.349890 | 81.134142 | False | 175.035670 | 189.634819 | 177.059998 | error | nan | 0.538517 | 0.458230 |
| MCK | 0.028402 | 2022-06-19 | 297.727645 | 1 | 0.028402 | 13.151865 | 542.149507 | 591.201488 | False | 286.348499 | 333.673860 | 300.570007 | Healthcare | SP500 | 1.803738 | 1.966934 |
| PPC | 0.023072 | 2022-06-19 | 28.721973 | 1 | 0.023072 | 8.154174 | 27.983156 | 36.091886 | False | 27.427006 | 32.851442 | 29.340000 | Consumer Defensive | SP400 | 0.953754 | 1.230126 |
| VNQ | 0.022059 | 2022-06-19 | 87.088217 | 1 | 0.022059 | 7.444024 | 93.691222 | 167.986714 | False | 84.301068 | 95.663107 | 87.699997 | error | nan | 1.068315 | 1.915470 |
| SM | 2.875935 | 2022-09-18 | 40.674124 | 92 | 0.014835 | 3.875935 | 46.450577 | 59.425732 | False | 21.469464 | 1198.844285 | 39.709999 | Energy | SP600 | 1.169745 | 1.496493 |
| APA | 0.483862 | 2022-07-17 | 43.371911 | 29 | 0.013702 | 3.497287 | 51.132082 | 41.973447 | False | 32.681251 | 106.107097 | 39.220001 | Energy | SP500 | 1.303725 | 1.070205 |
| CEIX | 1.525320 | 2022-09-18 | 42.518240 | 92 | 0.010120 | 2.525320 | 36.976336 | 64.101820 | False | 41.405213 | 328.056366 | 46.150002 | Energy | SP600 | 0.801221 | 1.388988 |
| PBF | 0.572279 | 2022-08-07 | 36.494220 | 50 | 0.009092 | 2.299399 | 29.947934 | 20.238756 | False | 23.660225 | 117.987869 | 32.980000 | Energy | SP600 | 0.908064 | 0.613668 |
| PLAB | 0.069926 | 2022-06-26 | 19.192818 | 8 | 0.008485 | 2.175552 | 3.307493 | 2.888139 | False | 17.133137 | 24.362935 | 19.150000 | Technology | SP600 | 0.172715 | 0.150817 |
| DVN | 0.706847 | 2022-08-28 | 65.985133 | 71 | 0.007559 | 1.999272 | 73.275838 | 88.550052 | False | 39.716227 | 252.401704 | 58.020000 | Energy | SP500 | 1.262941 | 1.526199 |
| ROCC | 0.601348 | 2022-09-11 | 43.417744 | 85 | 0.005555 | 1.664661 | 80.280000 | 65.125551 | False | 20.887187 | 173.182374 | 37.820000 | Energy | SP600 | 2.122686 | 1.721987 |
| MRO | 0.449198 | 2022-08-28 | 26.459901 | 71 | 0.005239 | 1.617279 | 12.772815 | 12.852391 | False | 19.517028 | 64.564212 | 24.150000 | Energy | SP500 | 0.528895 | 0.532190 |
| OXY | 0.470140 | 2022-09-18 | 57.732462 | 92 | 0.004197 | 1.470140 | 56.284366 | 43.639568 | False | 28.538751 | 229.738201 | 55.680000 | Energy | SP500 | 1.010854 | 0.783757 |
| VLO | 0.411770 | 2022-09-11 | 127.792432 | 85 | 0.004065 | 1.452437 | 310.914548 | 235.949804 | False | 82.118936 | 306.850082 | 112.440002 | Energy | SP500 | 2.765160 | 2.098451 |
| COP | 0.399639 | 2022-09-11 | 111.423961 | 85 | 0.003963 | 1.438934 | 144.329903 | 148.949477 | False | 71.034738 | 246.498695 | 93.739998 | Energy | SP500 | 1.539683 | 1.588964 |
| LNTH | 0.410907 | 2022-09-18 | 58.360497 | 92 | 0.003749 | 1.410907 | 42.661090 | 67.928470 | False | 46.166623 | 155.093125 | 60.720001 | Healthcare | SP600 | 0.702587 | 1.118717 |
| MPC | 0.364037 | 2022-09-11 | 98.309360 | 85 | 0.003659 | 1.399360 | 136.354099 | 146.003603 | False | 75.170242 | 200.092470 | 87.290001 | Energy | SP500 | 1.562082 | 1.672627 |
| VDE | 0.280411 | 2022-09-11 | 114.715901 | 85 | 0.002912 | 1.306742 | 177.935829 | 188.779093 | False | 90.308979 | 184.854795 | 102.349998 | error | nan | 1.738503 | 1.844446 |
| DINO | 0.280834 | 2022-09-18 | 51.912132 | 92 | 0.002694 | 1.280834 | 74.399935 | 61.366321 | False | 32.725490 | 101.513742 | 45.000000 | Energy | SP400 | 1.653332 | 1.363696 |
| VIS | 0.093782 | 2022-07-24 | 162.507673 | 36 | 0.002493 | 1.257447 | 223.723963 | 187.537210 | False | 148.203840 | 205.532959 | 159.809998 | error | nan | 1.399937 | 1.173501 |
| XOM | 0.196576 | 2022-09-11 | 92.896998 | 85 | 0.002114 | 1.214392 | 100.127422 | 81.366621 | False | 75.561436 | 141.927302 | 86.120003 | Energy | SP500 | 1.162650 | 0.944805 |
| TVTY | 0.085128 | 2022-08-07 | 29.270264 | 50 | 0.001635 | 1.162210 | 22.590347 | 17.912448 | False | 16.786355 | 76.858534 | 32.130001 | error | SP600 | 0.703092 | 0.557499 |
| FCN | 0.129379 | 2022-09-04 | 157.498133 | 78 | 0.001561 | 1.154313 | 216.744393 | 102.596196 | False | 136.357904 | 254.170707 | 164.020004 | error | SP400 | 1.321451 | 0.625510 |
| MGPI | 0.154131 | 2022-09-18 | 87.337527 | 92 | 0.001559 | 1.154131 | 112.092184 | 131.883581 | False | 69.243583 | 165.798603 | 93.139999 | error | SP600 | 1.203481 | 1.415971 |
| SPY | 0.113654 | 2022-08-28 | 375.277820 | 71 | 0.001517 | 1.149682 | 1006.640359 | 1238.380454 | False | 348.324936 | 489.391926 | 365.859985 | error | nan | 2.751436 | 3.384848 |
| LLY | 0.110586 | 2022-08-28 | 290.940293 | 71 | 0.001478 | 1.145580 | 480.525848 | 566.204821 | False | 244.939958 | 423.257415 | 290.899994 | Healthcare | SP500 | 1.651859 | 1.946390 |
| VGT | 0.131880 | 2022-09-18 | 322.361110 | 92 | 0.001347 | 1.131880 | 1054.935325 | 805.991065 | False | 285.666893 | 458.695618 | 319.809998 | error | nan | 3.298631 | 2.520218 |
| SLY | 0.094646 | 2022-08-28 | 79.756195 | 71 | 0.001274 | 1.124320 | 112.115183 | 145.362159 | False | 65.611626 | 111.367298 | 78.089996 | error | nan | 1.435718 | 1.861470 |
| MDYG | 0.090018 | 2022-08-28 | 61.186609 | 71 | 0.001215 | 1.118164 | 68.776968 | 127.441257 | False | 52.485092 | 82.359961 | 59.930000 | error | nan | 1.147622 | 2.126502 |
| MTOR | 0.107237 | 2022-09-18 | 34.318822 | 92 | 0.001108 | 1.107237 | 16.151105 | 12.834043 | False | 25.925141 | 61.252211 | 35.939999 | error | SP600 | 0.449391 | 0.357096 |
| VCR | 0.055828 | 2022-08-07 | 226.072396 | 50 | 0.001087 | 1.105126 | 1148.847290 | 1594.275234 | False | 190.638431 | 296.657143 | 225.869995 | error | nan | 5.086321 | 7.058375 |
| AZPN | 0.101348 | 2022-09-18 | 184.873458 | 92 | 0.001050 | 1.101348 | 500.504516 | 547.882965 | False | 144.367616 | 310.672742 | 189.199997 | Technology | SP400 | 2.645373 | 2.895787 |
| SPTM | 0.068789 | 2022-08-28 | 46.016489 | 71 | 0.000937 | 1.090027 | 15.009608 | 17.634103 | False | 40.177290 | 58.370196 | 45.310001 | error | nan | 0.331265 | 0.389188 |
| VOX | 0.066489 | 2022-08-28 | 93.359336 | 71 | 0.000907 | 1.086989 | 91.801684 | 74.932948 | False | 82.771602 | 120.060374 | 92.860001 | error | nan | 0.988603 | 0.806945 |
| VHT | 0.062913 | 2022-08-28 | 222.873925 | 71 | 0.000860 | 1.082269 | 227.724911 | 281.298832 | False | 195.108560 | 280.325001 | 220.210007 | error | nan | 1.034126 | 1.277412 |
| VIVO | 0.073433 | 2022-09-18 | 25.071747 | 92 | 0.000771 | 1.073433 | 17.700935 | 14.869461 | False | 16.225378 | 61.949832 | 28.500000 | error | SP600 | 0.621085 | 0.521735 |
| WRB | 0.062963 | 2022-09-11 | 65.324454 | 85 | 0.000719 | 1.068322 | 39.758058 | 71.366471 | False | 56.114537 | 89.902966 | 66.820000 | Financial Services | SP500 | 0.595002 | 1.068041 |
| VAW | 0.065244 | 2022-09-18 | 168.474624 | 92 | 0.000687 | 1.065244 | 219.712970 | 235.714547 | False | 139.243546 | 215.989283 | 162.800003 | error | nan | 1.349588 | 1.447878 |
| HRB | 0.038554 | 2022-09-18 | 32.689098 | 92 | 0.000411 | 1.038554 | 7.190817 | 7.308492 | False | 24.147763 | 49.314157 | 33.000000 | Consumer Cyclical | SP400 | 0.217904 | 0.221469 |
| ACC | 0.017709 | 2022-07-31 | 60.832743 | 43 | 0.000408 | 1.038272 | 15.172165 | 10.242652 | False | 50.056122 | 82.957984 | 64.230003 | Real Estate | SP400 | 0.236216 | 0.159468 |
| MANT | 0.036298 | 2022-09-18 | 91.551853 | 92 | 0.000388 | 1.036298 | 57.005994 | 35.303294 | False | 73.093066 | 132.013505 | 94.790001 | Technology | SP600 | 0.601392 | 0.372437 |
| SAFM | 0.034774 | 2022-09-18 | 195.634227 | 92 | 0.000372 | 1.034774 | 366.196590 | 418.164687 | False | 149.018655 | 311.795991 | 208.309998 | Consumer Defensive | SP400 | 1.757941 | 2.007415 |
| Y | 0.018482 | 2022-08-07 | 785.765803 | 50 | 0.000366 | 1.034271 | 7140.470182 | 9445.980312 | False | 688.743189 | 1029.966742 | 830.500000 | Financial Services | SP400 | 8.597797 | 11.373847 |
| GCP | 0.031038 | 2022-09-11 | 29.010637 | 85 | 0.000360 | 1.033636 | 7.229954 | 9.041944 | False | 22.436695 | 45.326287 | 30.930000 | error | SP600 | 0.233752 | 0.292336 |
| VFH | 0.032192 | 2022-09-18 | 75.780022 | 92 | 0.000344 | 1.032192 | 57.394668 | 50.743020 | False | 60.744542 | 102.373432 | 75.849998 | error | nan | 0.756686 | 0.668992 |
| PSB | 0.017148 | 2022-08-07 | 176.645158 | 50 | 0.000340 | 1.031780 | 371.312002 | 518.998660 | False | 157.738957 | 226.715790 | 185.919998 | error | SP400 | 1.997160 | 2.791516 |
| ROG | 0.029325 | 2022-09-11 | 240.233124 | 85 | 0.000340 | 1.031778 | 1005.131513 | 1408.588072 | False | 168.063439 | 422.181654 | 259.380005 | error | SP600 | 3.875131 | 5.430596 |
| UTHR | 0.021753 | 2022-08-28 | 206.374446 | 71 | 0.000303 | 1.028278 | 606.404595 | 447.673448 | False | 165.846463 | 302.691765 | 219.380005 | Healthcare | SP400 | 2.764174 | 2.040630 |
| GO | 0.006394 | 2022-07-24 | 33.685674 | 36 | 0.000177 | 1.016421 | 15.809879 | 6.829165 | False | 30.412751 | 53.322144 | 40.150002 | Consumer Defensive | SP400 | 0.393770 | 0.170091 |
| TWI | 0.005320 | 2022-07-24 | 14.475888 | 36 | 0.000147 | 1.013653 | 3.572171 | 5.147324 | False | 11.288992 | 27.480339 | 17.520000 | Industrials | SP600 | 0.203891 | 0.293797 |
| SJI | -0.013758 | 2022-09-18 | 32.332295 | 92 | -0.000151 | 0.986242 | 12.011302 | 8.936994 | False | 24.579493 | 46.285628 | 34.200001 | error | SP600 | 0.351208 | 0.261316 |
| BANF | -0.038312 | 2022-09-18 | 86.925556 | 92 | -0.000425 | 0.961688 | 68.882928 | 42.057564 | False | 63.653029 | 130.742264 | 94.860001 | error | SP600 | 0.726154 | 0.443365 |